+46.2%
AR vs IBB
+89.8%
-43.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | +4.8% | +5.2% | -0.4% | +3.2% |
| 3M | +1.5% | +8.6% | -7.1% | -1.5% |
| 6M | +4.7% | +27.8% | -23.1% | -4.4% |
| YTD | +9.2% | +28.8% | -19.6% | -1.4% |
| 1Y | +11.2% | +36.4% | -25.2% | -2.7% |
| 3Y | +46.2% | +89.3% | -43.1% | -0.6% |
| All | +46.2% | +89.8% | -43.5% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling