+357.3%
BA vs IBB
+589.6%
-232.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.7% |
| 7D | +5.9% | +2.2% | +3.7% | +4.6% |
| 30D | -8.2% | +6.3% | -14.5% | -11.5% |
| 3M | -25.4% | +16.3% | -41.7% | -32.1% |
| 6M | -20.0% | +30.0% | -50.0% | -31.7% |
| YTD | -18.5% | +31.1% | -49.6% | -30.9% |
| 1Y | -10.6% | +42.0% | -52.6% | -27.6% |
| 3Y | -9.3% | +85.9% | -95.2% | -37.6% |
| 5Y | -16.9% | +38.4% | -55.3% | -33.0% |
| 10Y | +37.9% | +170.4% | -132.5% | -22.8% |
| All | +357.3% | +589.6% | -232.3% | +22.0% |
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