+541.7%
IBB vs CRL
+1,044.8%
-503.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +1.4% | -1.0% | +2.5% | +1.8% |
| 30D | +10.5% | +10.7% | -0.2% | +6.4% |
| 3M | +23.6% | +55.3% | -31.6% | +4.1% |
| 6M | +22.6% | +60.7% | -38.0% | +0.7% |
| YTD | +25.7% | +44.6% | -18.9% | +6.5% |
| 1Y | +51.4% | +77.7% | -26.4% | +17.7% |
| 3Y | +64.4% | +37.6% | +26.7% | +31.9% |
| 5Y | +22.1% | -35.8% | +58.0% | +27.4% |
| 10Y | +132.5% | +241.7% | -109.3% | +17.2% |
| All | +541.7% | +1,044.8% | -503.2% | +71.9% |
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