-20.8%
AA vs IBB
+560.8%
-581.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | -0.7% | +1.4% | -2.1% | -1.7% |
| 30D | +5.0% | +10.5% | -5.5% | -2.4% |
| 3M | -35.8% | +23.6% | -59.5% | -45.1% |
| 6M | -18.4% | +22.6% | -41.0% | -30.2% |
| YTD | -5.5% | +25.7% | -31.2% | -20.7% |
| 1Y | +61.0% | +51.4% | +9.6% | +18.1% |
| 3Y | +66.2% | +64.4% | +1.8% | +15.7% |
| 5Y | +11.4% | +22.1% | -10.8% | -4.5% |
| 10Y | +116.9% | +132.5% | -15.6% | +17.5% |
| All | -20.8% | +560.8% | -581.7% | -83.9% |
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