+72.3%
BAX vs IBB
+577.3%
-505.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +3.6% | +0.8% | +2.9% | +3.3% |
| 30D | +8.5% | +5.2% | +3.3% | +6.1% |
| 3M | -4.9% | +8.6% | -13.4% | -8.4% |
| 6M | +47.0% | +27.8% | +19.2% | +32.0% |
| YTD | +38.4% | +28.8% | +9.6% | +23.9% |
| 1Y | +49.1% | +36.4% | +12.7% | +30.3% |
| 3Y | -14.9% | +89.3% | -104.2% | -35.1% |
| 5Y | -63.1% | +43.3% | -106.4% | -68.9% |
| 10Y | -35.6% | +130.6% | -166.2% | -56.4% |
| All | +72.3% | +577.3% | -505.0% | -40.6% |
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