+73.5%
BA vs IBB
+132.1%
-58.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +1.2% | +1.4% | -0.3% | +0.2% |
| 30D | -11.6% | +10.5% | -22.1% | -17.7% |
| 3M | -2.4% | +23.6% | -26.0% | -15.9% |
| 6M | -6.6% | +22.6% | -29.3% | -19.1% |
| YTD | -2.2% | +25.7% | -27.9% | -17.0% |
| 1Y | -8.0% | +51.4% | -59.4% | -31.5% |
| 3Y | -5.0% | +64.4% | -69.4% | -34.3% |
| 5Y | -2.7% | +22.1% | -24.9% | -18.7% |
| All | +73.5% | +132.1% | -58.6% | -2.2% |
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 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