+137.1%
IBB vs CRL
+400.8%
-263.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.2% |
| 7D | +2.7% | +4.4% | -1.7% | +0.9% |
| 30D | +6.3% | +17.1% | -10.7% | 0.0% |
| 3M | +11.1% | +32.1% | -21.0% | 0.0% |
| 6M | +29.2% | +98.9% | -69.7% | -0.3% |
| YTD | +30.2% | +77.1% | -46.9% | +3.2% |
| 1Y | +39.5% | +110.3% | -70.8% | +3.7% |
| 3Y | +92.3% | +108.5% | -16.2% | +33.6% |
| 5Y | +43.0% | -7.9% | +50.8% | +35.3% |
| 10Y | +137.1% | +368.9% | -231.8% | -7.3% |
| All | +137.1% | +400.8% | -263.7% | -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