-36.5%
AA vs IBB
+577.3%
-613.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.6% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | -5.0% | +5.2% | -10.2% | -8.6% |
| 3M | -22.2% | +8.6% | -30.8% | -27.1% |
| 6M | -36.3% | +27.8% | -64.2% | -47.2% |
| YTD | -24.2% | +28.8% | -53.0% | -37.8% |
| 1Y | +3.9% | +36.4% | -32.5% | -18.2% |
| 3Y | +67.6% | +89.3% | -21.8% | +4.8% |
| 5Y | -8.8% | +43.3% | -52.1% | -30.2% |
| 10Y | +45.0% | +130.6% | -85.7% | -21.3% |
| All | -36.5% | +577.3% | -613.8% | -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