+274.2%
BAC vs IBB
+566.2%
-292.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.8% |
| 7D | -1.2% | -1.8% | +0.6% | 0.0% |
| 30D | -7.7% | +5.1% | -12.7% | -10.8% |
| 3M | -21.2% | +10.7% | -31.9% | -27.0% |
| 6M | -6.8% | +22.9% | -29.7% | -19.9% |
| YTD | -8.7% | +26.7% | -35.4% | -23.5% |
| 1Y | -5.3% | +35.1% | -40.4% | -24.1% |
| 3Y | +87.4% | +80.2% | +7.3% | +21.8% |
| 5Y | +18.9% | +37.8% | -18.9% | -9.3% |
| 10Y | +273.3% | +161.2% | +112.1% | +74.8% |
| All | +274.2% | +566.2% | -292.0% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling