+195.3%
B vs IBB
+86.3%
+108.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.6% |
| 7D | +11.3% | +2.7% | +8.6% | +9.6% |
| 30D | +2.9% | +6.3% | -3.4% | -0.7% |
| 3M | -2.9% | +11.1% | -13.9% | -8.7% |
| 6M | -1.2% | +29.2% | -30.4% | -14.7% |
| YTD | -1.3% | +30.2% | -31.6% | -15.0% |
| 1Y | +30.4% | +39.5% | -9.1% | +8.9% |
| 3Y | +195.3% | +92.3% | +102.9% | +119.3% |
| All | +195.3% | +86.3% | +108.9% | +119.3% |
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 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