+53.6%
AA vs IBB
+139.6%
-86.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +3.5% |
| 7D | +4.8% | +2.7% | +2.1% | +2.6% |
| 30D | -0.6% | +6.3% | -7.0% | -5.8% |
| 3M | -16.3% | +11.1% | -27.3% | -23.7% |
| 6M | -33.4% | +29.2% | -62.6% | -46.9% |
| YTD | -20.7% | +30.2% | -50.9% | -37.6% |
| 1Y | +12.9% | +39.5% | -26.6% | -16.1% |
| 3Y | +75.7% | +92.3% | -16.6% | -0.2% |
| 5Y | -6.8% | +43.0% | -49.8% | -32.8% |
| 10Y | +53.6% | +137.1% | -83.5% | -27.4% |
| All | +53.6% | +139.6% | -86.0% | -27.4% |
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