-10.1%
BA vs IBB
+78.6%
-88.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | -7.9% | +5.1% | -13.0% | -10.4% |
| 3M | -25.3% | +10.7% | -36.0% | -29.9% |
| 6M | -24.6% | +22.9% | -47.5% | -33.3% |
| YTD | -20.1% | +26.7% | -46.8% | -30.8% |
| 1Y | -11.8% | +35.1% | -46.9% | -26.3% |
| 3Y | -10.1% | +80.2% | -90.3% | -34.5% |
| All | -10.1% | +78.6% | -88.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling