-37.2%
AA vs IBB
+566.2%
-603.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.7% |
| 7D | +0.9% | -1.8% | +2.7% | +2.3% |
| 30D | -6.7% | +5.1% | -11.7% | -10.3% |
| 3M | -16.3% | +10.7% | -27.1% | -22.7% |
| 6M | -37.1% | +22.9% | -60.0% | -46.4% |
| YTD | -25.0% | +26.7% | -51.7% | -37.8% |
| 1Y | +8.6% | +35.1% | -26.5% | -14.0% |
| 3Y | +57.2% | +80.2% | -23.0% | +1.8% |
| 5Y | -13.0% | +37.8% | -50.9% | -31.6% |
| 10Y | +65.5% | +161.2% | -95.7% | -17.5% |
| All | -37.2% | +566.2% | -603.4% | -87.3% |
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