+263.2%
BAC vs IBB
+156.3%
+106.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.2% |
| 30D | -7.7% | +5.1% | -12.7% | -10.4% |
| 3M | -21.2% | +10.7% | -31.9% | -26.2% |
| 6M | -6.8% | +22.9% | -29.7% | -18.4% |
| YTD | -8.7% | +26.7% | -35.4% | -21.9% |
| 1Y | -5.3% | +35.1% | -40.4% | -22.1% |
| 3Y | +87.4% | +80.2% | +7.3% | +27.4% |
| 5Y | +18.9% | +37.8% | -18.9% | -6.1% |
| All | +263.2% | +156.3% | +106.9% | +79.6% |
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