+204.4%
ABT vs IBB
+122.6%
+81.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.5% |
| 7D | -3.1% | -1.7% | -1.5% | -2.3% |
| 30D | -2.1% | +4.9% | -7.0% | -4.8% |
| 3M | +17.4% | +24.2% | -6.8% | +4.1% |
| 6M | -2.4% | +23.8% | -26.2% | -13.6% |
| YTD | -14.2% | +23.0% | -37.2% | -24.0% |
| 1Y | -18.3% | +46.2% | -64.5% | -34.5% |
| 3Y | +11.5% | +64.8% | -53.3% | -18.4% |
| 5Y | -9.9% | +20.9% | -30.8% | -21.5% |
| 10Y | +204.4% | +121.6% | +82.8% | +85.0% |
| All | +204.4% | +122.6% | +81.7% | +85.0% |
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 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