+37.2%
IBB vs CPB
-31.3%
+68.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -1.8% | +8.0% | -9.8% | -2.7% |
| 30D | +5.1% | +22.4% | -17.3% | +2.5% |
| 3M | +10.7% | +2.5% | +8.2% | +10.2% |
| 6M | +22.9% | +12.2% | +10.7% | +20.7% |
| YTD | +26.7% | -12.8% | +39.5% | +28.5% |
| 1Y | +35.1% | -19.2% | +54.3% | +38.6% |
| 3Y | +80.2% | -35.6% | +115.7% | +89.9% |
| All | +37.2% | -31.3% | +68.6% | +50.8% |
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