-17.4%
BAX vs IBB
+91.0%
-108.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -0.6% | -1.4% | +0.7% | +0.2% |
| 30D | +6.3% | +6.8% | -0.5% | +1.8% |
| 3M | -4.6% | +9.2% | -13.8% | -10.4% |
| 6M | +50.4% | +28.3% | +22.1% | +26.6% |
| YTD | +38.0% | +29.4% | +8.7% | +15.1% |
| 1Y | +44.6% | +33.2% | +11.4% | +18.1% |
| All | -17.4% | +91.0% | -108.4% | -47.3% |
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