+237.7%
BAC vs IBB
+130.8%
+107.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.9% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | -6.7% | +5.2% | -11.9% | -9.5% |
| 3M | -20.2% | +8.6% | -28.8% | -24.5% |
| 6M | -0.2% | +27.8% | -28.0% | -14.5% |
| YTD | -6.4% | +28.8% | -35.2% | -20.6% |
| 1Y | -3.1% | +36.4% | -39.5% | -20.6% |
| 3Y | +96.7% | +89.3% | +7.4% | +30.0% |
| 5Y | +21.3% | +43.3% | -22.0% | -6.4% |
| 10Y | +237.7% | +130.6% | +107.1% | +77.1% |
| All | +237.7% | +130.8% | +107.0% | +77.1% |
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