+332.2%
BHP vs IBB
+126.8%
+205.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | -4.5% | +4.6% | -9.1% | -7.1% |
| 3M | -6.9% | +6.8% | -13.7% | -10.7% |
| 6M | -10.6% | +23.1% | -33.7% | -21.1% |
| YTD | +37.2% | +26.0% | +11.2% | +19.4% |
| 1Y | +48.0% | +30.4% | +17.7% | +26.3% |
| 3Y | +52.6% | +85.4% | -32.9% | +5.0% |
| 5Y | +116.5% | +39.7% | +76.7% | +72.6% |
| All | +332.2% | +126.8% | +205.4% | +147.3% |
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