+399.1%
BAC vs IBB
+129.6%
+269.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.3% |
| 30D | -0.4% | +10.5% | -10.9% | -6.3% |
| 3M | +16.9% | +23.6% | -6.7% | +2.8% |
| 6M | +26.6% | +22.6% | +4.0% | +11.4% |
| YTD | +15.8% | +25.7% | -9.9% | +0.1% |
| 1Y | +27.2% | +51.4% | -24.2% | -1.9% |
| 3Y | +132.4% | +64.4% | +68.0% | +68.3% |
| 5Y | +72.6% | +22.1% | +50.4% | +47.6% |
| All | +399.1% | +129.6% | +269.5% | +164.6% |
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