+246.5%
BBY vs IBB
+125.5%
+121.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +0.6% | -4.2% | +4.8% | +3.4% |
| 30D | +9.4% | +1.1% | +8.3% | +8.4% |
| 3M | +19.3% | +19.0% | +0.3% | +6.1% |
| 6M | +47.9% | +18.9% | +29.1% | +31.1% |
| YTD | +39.6% | +20.3% | +19.2% | +22.0% |
| 1Y | +22.2% | +41.5% | -19.3% | -4.1% |
| 3Y | +45.0% | +60.3% | -15.3% | +3.8% |
| 5Y | +2.6% | +18.7% | -16.1% | -12.4% |
| All | +246.5% | +125.5% | +121.0% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling