+359.8%
BLDR vs IBB
+122.6%
+237.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.0% |
| 7D | -0.3% | -1.7% | +1.3% | +1.2% |
| 30D | -16.2% | +4.9% | -21.1% | -19.9% |
| 3M | -14.4% | +24.2% | -38.6% | -29.7% |
| 6M | -32.8% | +23.8% | -56.6% | -44.6% |
| YTD | -39.2% | +23.0% | -62.1% | -49.9% |
| 1Y | -57.7% | +46.2% | -103.8% | -70.2% |
| 3Y | -55.3% | +64.8% | -120.1% | -71.5% |
| 5Y | +15.6% | +20.9% | -5.3% | -5.1% |
| 10Y | +359.8% | +121.6% | +238.2% | +134.6% |
| All | +359.8% | +122.6% | +237.2% | +134.6% |
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