-50.2%
BLDR vs IBB
+78.6%
-128.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.3% | -5.9% |
| 7D | -3.7% | -1.8% | -1.8% | -2.2% |
| 30D | +16.8% | +5.1% | +11.7% | +11.7% |
| 3M | -13.7% | +10.7% | -24.5% | -21.7% |
| 6M | -21.9% | +22.9% | -44.7% | -35.7% |
| YTD | -39.2% | +26.7% | -65.9% | -51.7% |
| 1Y | -42.6% | +35.1% | -77.8% | -57.2% |
| 3Y | -50.2% | +80.2% | -130.4% | -72.6% |
| All | -50.2% | +78.6% | -128.8% | -72.6% |
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 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