-50.8%
BLDR vs IBB
+86.1%
-136.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.3% |
| 7D | -3.0% | -0.5% | -2.4% | -2.4% |
| 30D | +20.1% | +4.6% | +15.6% | +15.8% |
| 3M | -17.5% | +6.8% | -24.3% | -22.5% |
| 6M | -16.1% | +23.1% | -39.2% | -31.0% |
| YTD | -41.0% | +26.0% | -67.1% | -52.9% |
| 1Y | -41.6% | +30.4% | -72.0% | -54.9% |
| 3Y | -50.8% | +85.4% | -136.3% | -74.1% |
| All | -50.8% | +86.1% | -136.9% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling