+22.4%
IBB vs CRL
-35.5%
+57.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +1.4% | -1.0% | +2.5% | +1.7% |
| 30D | +10.5% | +10.7% | -0.2% | +7.4% |
| 3M | +23.6% | +55.3% | -31.6% | +8.6% |
| 6M | +22.6% | +60.7% | -38.0% | +5.7% |
| YTD | +25.7% | +44.6% | -18.9% | +11.2% |
| 1Y | +51.4% | +77.7% | -26.4% | +25.3% |
| 3Y | +64.4% | +37.6% | +26.7% | +40.6% |
| All | +22.4% | -35.5% | +57.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling