+1,008.9%
BE vs IBB
+79.4%
+929.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +12.6% |
| 7D | +29.8% | -1.7% | +31.4% | +32.2% |
| 30D | +26.4% | +4.9% | +21.5% | +16.6% |
| 3M | +9.3% | +24.2% | -14.9% | -21.1% |
| 6M | +105.1% | +23.8% | +81.2% | +48.8% |
| YTD | +219.0% | +23.0% | +196.1% | +132.6% |
| 1Y | +418.8% | +46.2% | +372.6% | +197.8% |
| 3Y | +1,784.6% | +64.8% | +1,719.7% | +792.5% |
| 5Y | +1,251.0% | +20.9% | +1,230.1% | +982.4% |
| All | +1,008.9% | +79.4% | +929.5% | +452.3% |
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