+546.9%
IBB vs CRL
+1,239.4%
-692.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -1.2% |
| 7D | -1.8% | -6.1% | +4.3% | +0.1% |
| 30D | +5.1% | +12.4% | -7.3% | 0.0% |
| 3M | +10.7% | +27.1% | -16.4% | +0.4% |
| 6M | +22.9% | +85.7% | -62.8% | -4.4% |
| YTD | +26.7% | +69.2% | -42.5% | +0.5% |
| 1Y | +35.1% | +97.5% | -62.4% | +0.9% |
| 3Y | +80.2% | +86.1% | -5.9% | +28.2% |
| 5Y | +37.8% | -10.0% | +47.9% | +25.7% |
| 10Y | +161.2% | +395.0% | -233.8% | +13.5% |
| All | +546.9% | +1,239.4% | -692.5% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling