-36.7%
AUR vs IBB
+37.1%
-73.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -0.5% |
| 7D | +0.2% | -5.2% | +5.4% | +8.4% |
| 30D | -8.9% | +1.5% | -10.4% | -12.3% |
| 3M | +4.6% | +22.1% | -17.5% | -26.1% |
| 6M | +44.9% | +17.7% | +27.1% | +8.4% |
| YTD | +64.8% | +20.2% | +44.7% | +19.7% |
| 1Y | +16.4% | +44.4% | -28.1% | -37.8% |
| 3Y | +85.1% | +61.1% | +24.0% | -11.4% |
| 5Y | -36.1% | +18.5% | -54.7% | -62.3% |
| All | -36.7% | +37.1% | -73.8% | -63.1% |
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