+121.6%
IBB vs CRL
+241.6%
-120.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +4.9% | +5.0% | -0.1% | +3.1% |
| 3M | +24.2% | +50.6% | -26.4% | +6.7% |
| 6M | +23.8% | +60.9% | -37.1% | +2.6% |
| YTD | +23.0% | +40.7% | -17.8% | +6.2% |
| 1Y | +46.2% | +73.3% | -27.1% | +16.0% |
| 3Y | +64.8% | +40.6% | +24.3% | +32.9% |
| 5Y | +20.9% | -37.0% | +57.9% | +33.2% |
| 10Y | +121.6% | +244.3% | -122.7% | -7.3% |
| All | +121.6% | +241.6% | -120.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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