+18.0%
BAC vs IBB
+37.5%
-19.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.3% |
| 30D | -7.7% | +5.1% | -12.7% | -9.9% |
| 3M | -21.2% | +10.7% | -31.9% | -25.5% |
| 6M | -6.8% | +22.9% | -29.7% | -16.8% |
| YTD | -8.7% | +26.7% | -35.4% | -20.1% |
| 1Y | -5.3% | +35.1% | -40.4% | -20.0% |
| 3Y | +87.4% | +80.2% | +7.3% | +33.1% |
| All | +18.0% | +37.5% | -19.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling