+593.0%
BE vs IBB
+84.8%
+508.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.0% |
| 7D | -14.7% | -1.8% | -12.9% | -12.0% |
| 30D | -40.5% | +5.1% | -45.6% | -44.0% |
| 3M | -24.3% | +10.7% | -35.0% | -35.2% |
| 6M | -39.3% | +22.9% | -62.2% | -55.3% |
| YTD | +99.4% | +26.7% | +72.7% | +40.0% |
| 1Y | +26.6% | +35.1% | -8.5% | -18.7% |
| 3Y | +1,616.9% | +80.2% | +1,536.8% | +609.3% |
| 5Y | +441.4% | +37.8% | +403.5% | +260.1% |
| All | +593.0% | +84.8% | +508.1% | +232.4% |
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