+515.7%
BHP vs IBB
+122.2%
+393.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +0.9% | -3.9% | +4.8% | +3.1% |
| 30D | +4.0% | +2.7% | +1.3% | +2.3% |
| 3M | +11.3% | +21.4% | -10.1% | -0.6% |
| 6M | +29.3% | +20.1% | +9.3% | +16.2% |
| YTD | +59.2% | +21.9% | +37.4% | +41.8% |
| 1Y | +80.8% | +44.1% | +36.7% | +46.2% |
| 3Y | +88.0% | +63.4% | +24.6% | +39.9% |
| 5Y | +126.6% | +19.8% | +106.9% | +98.8% |
| 10Y | +515.7% | +127.0% | +388.7% | +267.5% |
| All | +515.7% | +122.2% | +393.5% | +267.5% |
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