+30.4%
IBB vs CPB
-22.0%
+52.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | -0.5% | -1.6% | +1.0% | -0.5% |
| 30D | +4.6% | +19.2% | -14.7% | +3.9% |
| 3M | +6.8% | -0.9% | +7.8% | +6.7% |
| 6M | +23.1% | +15.2% | +7.9% | +23.0% |
| YTD | +26.0% | -13.1% | +39.1% | +26.4% |
| 1Y | +30.4% | -22.4% | +52.8% | +32.6% |
| All | +30.4% | -22.0% | +52.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling