+359.2%
B vs IBB
+560.8%
-201.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | +9.4% | +10.5% | -1.1% | +7.3% |
| 3M | +5.0% | +23.6% | -18.7% | +0.6% |
| 6M | -3.5% | +22.6% | -26.2% | -7.4% |
| YTD | +4.5% | +25.7% | -21.2% | -0.1% |
| 1Y | +67.8% | +51.4% | +16.4% | +54.9% |
| 3Y | +196.7% | +64.4% | +132.3% | +169.0% |
| 5Y | +151.9% | +22.1% | +129.8% | +138.7% |
| 10Y | +202.2% | +132.5% | +69.7% | +154.0% |
| All | +359.2% | +560.8% | -201.6% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling