+313.9%
B vs IBB
+554.8%
-240.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.6% | +1.6% |
| 7D | +4.3% | -3.6% | +7.9% | +5.1% |
| 30D | -0.9% | +3.4% | -4.3% | -1.7% |
| 3M | -1.4% | +9.5% | -10.8% | -3.2% |
| 6M | +5.0% | +23.3% | -18.3% | +0.6% |
| YTD | -5.8% | +24.5% | -30.4% | -9.9% |
| 1Y | +25.6% | +32.9% | -7.3% | +18.8% |
| 3Y | +161.6% | +76.6% | +85.1% | +134.2% |
| 5Y | +135.2% | +35.5% | +99.7% | +119.1% |
| 10Y | +170.7% | +156.7% | +14.0% | +124.0% |
| All | +313.9% | +554.8% | -240.9% | +155.9% |
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