+68.4%
BAX vs IBB
+560.8%
-492.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -1.1% | +1.4% | -2.6% | -1.7% |
| 30D | -5.5% | +10.5% | -15.9% | -9.5% |
| 3M | +33.5% | +23.6% | +9.9% | +21.9% |
| 6M | +35.9% | +22.6% | +13.2% | +24.4% |
| YTD | +35.4% | +25.7% | +9.7% | +22.6% |
| 1Y | +9.8% | +51.4% | -41.6% | -8.0% |
| 3Y | -32.7% | +64.4% | -97.1% | -45.6% |
| 5Y | -65.6% | +22.1% | -87.7% | -69.0% |
| 10Y | -34.9% | +132.5% | -167.4% | -56.1% |
| All | +68.4% | +560.8% | -492.4% | -41.2% |
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 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