+5.0%
B vs IBB
+22.6%
-17.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.6% | +3.7% |
| 7D | +4.3% | -3.6% | +7.9% | +6.5% |
| 30D | -0.9% | +3.4% | -4.3% | -3.7% |
| 3M | -1.4% | +9.5% | -10.8% | -8.8% |
| 6M | +5.0% | +23.3% | -18.3% | -12.2% |
| All | +5.0% | +22.6% | -17.6% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling