-24.2%
AR vs IBB
+230.3%
-254.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +1.8% |
| 30D | +14.8% | +10.5% | +4.3% | +8.7% |
| 3M | +6.2% | +23.6% | -17.4% | -5.4% |
| 6M | +4.3% | +22.6% | -18.3% | -7.6% |
| YTD | +14.4% | +25.7% | -11.3% | -0.3% |
| 1Y | +21.3% | +51.4% | -30.0% | -4.6% |
| 3Y | +39.8% | +64.4% | -24.6% | +4.0% |
| 5Y | +142.1% | +22.1% | +119.9% | +109.0% |
| 10Y | +52.0% | +132.5% | -80.4% | -3.9% |
| All | -24.2% | +230.3% | -254.5% | -56.6% |
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 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