+21.1%
BLDR vs IBB
+22.5%
-1.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.3% |
| 7D | -2.8% | +1.4% | -4.3% | -4.2% |
| 30D | -13.3% | +10.5% | -23.8% | -21.0% |
| 3M | -12.3% | +23.6% | -35.9% | -28.1% |
| 6M | -31.5% | +22.6% | -54.1% | -43.5% |
| YTD | -36.1% | +25.7% | -61.7% | -48.8% |
| 1Y | -54.1% | +51.4% | -105.5% | -69.2% |
| 3Y | -55.8% | +64.4% | -120.1% | -72.5% |
| All | +21.1% | +22.5% | -1.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling