+668.3%
AU vs IBB
+125.2%
+543.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -7.0% | -5.2% | -1.8% | -5.2% |
| 30D | +7.3% | +1.5% | +5.8% | +6.9% |
| 3M | +33.2% | +22.1% | +11.1% | +24.9% |
| 6M | -0.6% | +17.7% | -18.4% | -5.5% |
| YTD | +26.2% | +20.2% | +6.0% | +19.4% |
| 1Y | +68.3% | +44.4% | +23.8% | +51.5% |
| 3Y | +592.1% | +61.1% | +531.0% | +502.0% |
| 5Y | +685.3% | +18.5% | +666.7% | +616.9% |
| All | +668.3% | +125.2% | +543.1% | +597.8% |
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 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