+1,047.0%
ALL vs IBB
+560.8%
+486.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | -1.5% | +10.5% | -12.0% | -5.8% |
| 3M | +23.6% | +23.6% | 0.0% | +12.5% |
| 6M | +22.3% | +22.6% | -0.3% | +11.3% |
| YTD | +26.5% | +25.7% | +0.8% | +13.6% |
| 1Y | +27.0% | +51.4% | -24.4% | +5.0% |
| 3Y | +149.6% | +64.4% | +85.2% | +95.9% |
| 5Y | +118.1% | +22.1% | +95.9% | +91.7% |
| 10Y | +369.0% | +132.5% | +236.5% | +197.0% |
| All | +1,047.0% | +560.8% | +486.2% | +247.0% |
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 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