+30.0%
A vs IBB
+64.8%
-34.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -1.9% | +1.4% | -3.4% | -3.1% |
| 30D | +6.9% | +10.5% | -3.6% | -1.7% |
| 3M | +9.2% | +23.6% | -14.4% | -9.0% |
| 6M | +25.7% | +22.6% | +3.1% | +5.3% |
| YTD | +11.5% | +25.7% | -14.1% | -8.8% |
| 1Y | +18.4% | +51.4% | -33.0% | -18.1% |
| All | +30.0% | +64.8% | -34.8% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling