+54.3%
AR vs IBB
+126.8%
-72.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +7.4% | -0.5% | +7.9% | +7.6% |
| 30D | +5.8% | +4.6% | +1.2% | +2.5% |
| 3M | +5.2% | +6.8% | -1.6% | -0.2% |
| 6M | +5.4% | +23.1% | -17.7% | -9.0% |
| YTD | +12.4% | +26.0% | -13.6% | -5.6% |
| 1Y | +12.8% | +30.4% | -17.6% | -7.5% |
| 3Y | +47.2% | +85.4% | -38.2% | -6.6% |
| 5Y | +101.1% | +39.7% | +61.4% | +53.2% |
| All | +54.3% | +126.8% | -72.4% | -13.4% |
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