+4,518.1%
AEM vs IBB
+577.3%
+3,940.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.1% | -4.9% |
| 7D | +13.9% | +0.8% | +13.1% | +13.7% |
| 30D | +0.8% | +5.2% | -4.4% | -0.4% |
| 3M | +5.8% | +8.6% | -2.8% | +3.9% |
| 6M | -1.0% | +27.8% | -28.8% | -5.9% |
| YTD | +13.1% | +28.8% | -15.7% | +7.4% |
| 1Y | +14.4% | +36.4% | -22.0% | +7.5% |
| 3Y | +325.7% | +89.3% | +236.4% | +273.6% |
| 5Y | +273.7% | +43.3% | +230.5% | +243.6% |
| 10Y | +390.1% | +130.6% | +259.5% | +308.6% |
| All | +4,518.1% | +577.3% | +3,940.9% | +2,830.5% |
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