+3,753.2%
AEHR vs IBB
+122.2%
+3,631.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.1% | +6.1% |
| 7D | +19.1% | -3.9% | +23.0% | +23.6% |
| 30D | -10.0% | +2.7% | -12.8% | -13.9% |
| 3M | +1.3% | +21.4% | -20.0% | -18.6% |
| 6M | +133.8% | +20.1% | +113.7% | +92.1% |
| YTD | +373.3% | +21.9% | +351.4% | +286.9% |
| 1Y | +256.2% | +44.1% | +212.0% | +148.9% |
| 3Y | +93.2% | +63.4% | +29.9% | +25.7% |
| 5Y | +793.1% | +19.8% | +773.3% | +629.1% |
| 10Y | +3,753.2% | +127.0% | +3,626.2% | +2,498.2% |
| All | +3,753.2% | +122.2% | +3,631.0% | +2,498.2% |
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