+23.3%
BA vs IBB
+126.8%
-103.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -0.8% |
| 30D | -7.1% | +4.6% | -11.7% | -10.3% |
| 3M | -25.5% | +6.8% | -32.4% | -29.7% |
| 6M | -28.7% | +23.1% | -51.8% | -39.0% |
| YTD | -21.0% | +26.0% | -47.0% | -33.8% |
| 1Y | -11.9% | +30.4% | -42.2% | -28.0% |
| 3Y | -16.2% | +85.4% | -101.6% | -47.7% |
| 5Y | -22.4% | +39.7% | -62.1% | -41.6% |
| All | +23.3% | +126.8% | -103.4% | -32.7% |
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