+133.1%
IBB vs CPB
-40.1%
+173.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -0.8% |
| 30D | +6.8% | +16.9% | -10.1% | +4.5% |
| 3M | +9.2% | -0.6% | +9.8% | +9.1% |
| 6M | +28.3% | +11.4% | +17.0% | +26.0% |
| YTD | +29.4% | -14.8% | +44.2% | +31.4% |
| 1Y | +33.2% | -24.8% | +57.9% | +37.6% |
| 3Y | +90.2% | -36.6% | +126.8% | +100.1% |
| 5Y | +44.0% | -33.3% | +77.3% | +49.6% |
| 10Y | +133.1% | -40.4% | +173.5% | +140.4% |
| All | +133.1% | -40.1% | +173.2% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling