+40.5%
IBB vs CPB
-33.2%
+73.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.8% |
| 7D | -0.5% | -1.6% | +1.0% | -0.4% |
| 30D | +4.6% | +19.2% | -14.6% | +2.3% |
| 3M | +6.8% | -1.0% | +7.8% | +6.8% |
| 6M | +23.1% | +15.2% | +7.9% | +20.5% |
| YTD | +26.0% | -13.1% | +39.1% | +27.9% |
| 1Y | +30.4% | -22.4% | +52.8% | +34.6% |
| 3Y | +85.4% | -35.3% | +120.8% | +95.4% |
| All | +40.5% | -33.2% | +73.7% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling