+111.9%
IBB vs CLBK
+63.3%
+48.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.1% |
| 30D | +5.2% | +5.4% | -0.2% | +3.8% |
| 3M | +8.6% | +5.8% | +2.8% | +6.8% |
| 6M | +27.8% | +28.9% | -1.1% | +19.0% |
| YTD | +28.8% | +61.8% | -33.0% | +12.4% |
| 1Y | +36.4% | +63.1% | -26.7% | +18.6% |
| 3Y | +89.3% | +55.3% | +34.0% | +62.8% |
| 5Y | +43.3% | +28.0% | +15.3% | +25.9% |
| All | +111.9% | +63.3% | +48.6% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling