-64.2%
BAX vs IBB
+39.3%
-103.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +4.1% | +4.6% | -0.5% | +1.5% |
| 3M | -4.5% | +6.8% | -11.4% | -8.4% |
| 6M | +49.2% | +23.1% | +26.1% | +32.4% |
| YTD | +35.2% | +26.0% | +9.2% | +18.3% |
| 1Y | +38.3% | +30.4% | +7.9% | +18.7% |
| 3Y | -19.0% | +85.4% | -104.5% | -42.2% |
| All | -64.2% | +39.3% | -103.5% | -73.4% |
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