+1,013.8%
BBY vs IBB
+580.2%
+433.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.7% | -1.4% | +5.1% | +4.6% |
| 30D | +20.9% | +6.8% | +14.1% | +16.2% |
| 3M | +27.6% | +9.2% | +18.4% | +20.7% |
| 6M | +86.9% | +28.3% | +58.5% | +59.8% |
| YTD | +63.3% | +29.4% | +34.0% | +37.9% |
| 1Y | +42.6% | +33.2% | +9.4% | +18.3% |
| 3Y | +89.8% | +90.2% | -0.4% | +26.4% |
| 5Y | -0.1% | +44.0% | -44.0% | -21.9% |
| 10Y | +294.3% | +133.1% | +161.2% | +125.5% |
| All | +1,013.8% | +580.2% | +433.5% | +161.9% |
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