+43.0%
IBB vs CLBK
+28.0%
+14.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.4% |
| 7D | +2.7% | +1.8% | +0.9% | +2.4% |
| 30D | +6.3% | +5.1% | +1.2% | +5.4% |
| 3M | +11.1% | +5.2% | +5.9% | +9.9% |
| 6M | +29.2% | +28.6% | +0.7% | +22.9% |
| YTD | +30.2% | +61.4% | -31.2% | +18.4% |
| 1Y | +39.5% | +64.7% | -25.2% | +26.2% |
| 3Y | +92.3% | +55.1% | +37.2% | +73.7% |
| 5Y | +43.0% | +28.4% | +14.6% | +33.2% |
| All | +43.0% | +28.0% | +14.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling