+475.2%
A vs IBB
+566.2%
-91.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.5% |
| 7D | -0.1% | -1.8% | +1.8% | +1.2% |
| 30D | +3.4% | +5.1% | -1.7% | -0.5% |
| 3M | +23.8% | +10.7% | +13.1% | +14.5% |
| 6M | +49.0% | +22.9% | +26.1% | +27.1% |
| YTD | +29.4% | +26.7% | +2.7% | +7.6% |
| 1Y | +19.4% | +35.1% | -15.7% | -5.4% |
| 3Y | +66.2% | +80.2% | -14.0% | +6.7% |
| 5Y | +15.8% | +37.8% | -22.1% | -9.7% |
| 10Y | +326.1% | +161.2% | +164.9% | +99.9% |
| All | +475.2% | +566.2% | -91.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling