+26.6%
BA vs IBB
+130.8%
-104.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | 0.0% | +0.8% | -0.8% | -0.6% |
| 30D | -8.9% | +5.2% | -14.1% | -12.4% |
| 3M | -25.5% | +8.6% | -34.1% | -30.4% |
| 6M | -27.0% | +27.8% | -54.8% | -39.1% |
| YTD | -20.1% | +28.8% | -48.9% | -34.0% |
| 1Y | -11.0% | +36.4% | -47.4% | -29.5% |
| 3Y | -11.8% | +89.3% | -101.2% | -45.7% |
| 5Y | -20.6% | +43.3% | -63.9% | -41.2% |
| 10Y | +26.6% | +130.6% | -104.0% | -31.6% |
| All | +26.6% | +130.8% | -104.1% | -31.6% |
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