+128.8%
AUR vs IBB
+86.1%
+42.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | -4.5% | -0.5% | -4.0% | -3.6% |
| 30D | -16.6% | +4.6% | -21.2% | -21.9% |
| 3M | -38.5% | +6.8% | -45.3% | -45.4% |
| 6M | -49.9% | +23.1% | -73.0% | -65.5% |
| YTD | +9.6% | +26.0% | -16.4% | -26.9% |
| 1Y | +1.2% | +30.4% | -29.2% | -36.5% |
| 3Y | +128.8% | +85.4% | +43.4% | -29.8% |
| All | +128.8% | +86.1% | +42.7% | -29.8% |
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 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