+233.0%
BAC vs IBB
+133.2%
+99.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | -7.2% | +6.8% | -14.0% | -10.7% |
| 3M | -20.4% | +9.2% | -29.6% | -24.9% |
| 6M | +1.3% | +28.3% | -27.1% | -13.4% |
| YTD | -6.4% | +29.4% | -35.8% | -20.8% |
| 1Y | -3.5% | +33.2% | -36.7% | -19.8% |
| 3Y | +96.7% | +90.2% | +6.5% | +29.6% |
| 5Y | +20.6% | +44.0% | -23.4% | -7.2% |
| 10Y | +233.0% | +133.1% | +99.9% | +73.9% |
| All | +233.0% | +133.2% | +99.9% | +73.9% |
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