-20.9%
BAX vs IBB
+78.6%
-99.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.5% |
| 7D | +12.1% | -1.8% | +14.0% | +13.3% |
| 30D | +7.6% | +5.1% | +2.5% | +4.0% |
| 3M | -4.5% | +10.7% | -15.2% | -11.3% |
| 6M | +52.0% | +22.9% | +29.1% | +31.5% |
| YTD | +35.1% | +26.7% | +8.4% | +14.1% |
| 1Y | +43.7% | +35.1% | +8.6% | +16.0% |
| 3Y | -20.9% | +80.2% | -101.1% | -49.0% |
| All | -20.9% | +78.6% | -99.6% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling