+214.8%
B vs IBB
+126.8%
+88.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -3.3% | +4.6% | -7.9% | -4.7% |
| 3M | -7.8% | +6.8% | -14.6% | -9.7% |
| 6M | -15.5% | +23.1% | -38.7% | -20.9% |
| YTD | -12.3% | +26.0% | -38.3% | -18.3% |
| 1Y | +5.4% | +30.4% | -25.0% | -2.8% |
| 3Y | +165.5% | +85.4% | +80.1% | +122.7% |
| 5Y | +107.0% | +39.7% | +67.3% | +83.8% |
| All | +214.8% | +126.8% | +88.1% | +163.3% |
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