+641.7%
BE vs IBB
+87.9%
+553.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -2.9% |
| 7D | -13.4% | +0.8% | -14.2% | -13.5% |
| 30D | -33.9% | +5.2% | -39.1% | -37.7% |
| 3M | -12.0% | +8.6% | -20.6% | -22.0% |
| 6M | -29.0% | +27.8% | -56.8% | -50.4% |
| YTD | +113.4% | +28.8% | +84.6% | +47.0% |
| 1Y | +33.2% | +36.4% | -3.2% | -15.3% |
| 3Y | +1,659.2% | +89.3% | +1,569.9% | +581.8% |
| 5Y | +461.4% | +43.3% | +418.1% | +254.1% |
| All | +641.7% | +87.9% | +553.8% | +249.0% |
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