+478.6%
BLDR vs IBB
+127.7%
+350.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -1.6% |
| 7D | -8.2% | +1.6% | -9.9% | -9.5% |
| 30D | +16.3% | +6.7% | +9.6% | +9.6% |
| 3M | -17.0% | +6.3% | -23.3% | -22.0% |
| 6M | -17.4% | +23.9% | -41.3% | -32.7% |
| YTD | -41.6% | +26.6% | -68.1% | -53.6% |
| 1Y | -43.5% | +29.6% | -73.1% | -56.1% |
| 3Y | -51.6% | +86.1% | -137.7% | -73.0% |
| 5Y | -11.6% | +40.3% | -51.9% | -36.6% |
| All | +478.6% | +127.7% | +350.9% | +168.6% |
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