-26.5%
AR vs IBB
+240.0%
-266.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +2.1% | -1.4% | +3.4% | +2.8% |
| 30D | +4.5% | +6.8% | -2.3% | +0.7% |
| 3M | +1.0% | +9.2% | -8.2% | -4.4% |
| 6M | +4.4% | +28.3% | -23.9% | -9.6% |
| YTD | +10.9% | +29.4% | -18.5% | -5.3% |
| 1Y | +8.6% | +33.2% | -24.6% | -8.8% |
| 3Y | +48.5% | +90.2% | -41.7% | +1.5% |
| 5Y | +95.7% | +44.0% | +51.8% | +53.6% |
| 10Y | +55.5% | +133.1% | -77.6% | -2.9% |
| All | -26.5% | +240.0% | -266.6% | -58.8% |
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