+106.7%
IBB vs CLBK
+67.9%
+38.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | +10.5% | +9.1% | +1.4% | +7.9% |
| 3M | +23.6% | +27.7% | -4.1% | +15.6% |
| 6M | +22.6% | +40.8% | -18.2% | +11.6% |
| YTD | +25.7% | +66.4% | -40.7% | +9.0% |
| 1Y | +51.4% | +72.4% | -21.0% | +29.5% |
| 3Y | +64.4% | +50.7% | +13.7% | +42.8% |
| 5Y | +22.1% | +42.9% | -20.8% | +2.9% |
| All | +106.7% | +67.9% | +38.8% | +60.0% |
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