+336.5%
BHP vs IBB
+130.8%
+205.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | +3.8% | +0.8% | +3.0% | +3.3% |
| 30D | -6.5% | +5.2% | -11.7% | -9.3% |
| 3M | -8.5% | +8.6% | -17.1% | -13.1% |
| 6M | -2.2% | +27.8% | -30.0% | -15.6% |
| YTD | +40.0% | +28.8% | +11.2% | +20.4% |
| 1Y | +51.3% | +36.4% | +14.9% | +25.8% |
| 3Y | +56.5% | +89.3% | -32.8% | +6.5% |
| 5Y | +130.2% | +43.3% | +86.9% | +80.9% |
| 10Y | +336.5% | +130.6% | +205.9% | +149.6% |
| All | +336.5% | +130.8% | +205.7% | +149.6% |
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