+246.4%
A vs IBB
+129.6%
+116.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -1.9% | +1.4% | -3.4% | -3.0% |
| 30D | +6.9% | +10.5% | -3.6% | -0.9% |
| 3M | +9.2% | +23.6% | -14.4% | -7.2% |
| 6M | +25.7% | +22.6% | +3.1% | +7.3% |
| YTD | +11.5% | +25.7% | -14.1% | -6.7% |
| 1Y | +18.4% | +51.4% | -33.0% | -13.9% |
| 3Y | +26.6% | +64.4% | -37.8% | -13.4% |
| 5Y | -12.8% | +22.1% | -35.0% | -27.4% |
| All | +246.4% | +129.6% | +116.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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