+45.3%
AR vs IBB
+156.3%
-111.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.8% |
| 7D | -14.3% | -1.8% | -12.4% | -13.5% |
| 30D | +1.4% | +5.1% | -3.6% | -2.0% |
| 3M | +3.4% | +10.7% | -7.3% | -3.9% |
| 6M | -2.1% | +22.9% | -25.0% | -15.1% |
| YTD | +4.7% | +26.7% | -22.0% | -12.1% |
| 1Y | +10.6% | +35.1% | -24.5% | -11.0% |
| 3Y | +24.6% | +80.2% | -55.6% | -18.7% |
| 5Y | +71.9% | +37.8% | +34.0% | +33.1% |
| All | +45.3% | +156.3% | -111.0% | -19.6% |
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