+390.5%
BLDR vs IBB
+921.0%
-530.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +2.4% |
| 7D | -2.7% | +2.7% | -5.4% | -5.5% |
| 30D | +24.8% | +6.3% | +18.5% | +16.2% |
| 3M | -11.7% | +11.1% | -22.7% | -22.5% |
| 6M | -14.8% | +29.2% | -44.0% | -37.3% |
| YTD | -35.9% | +30.2% | -66.1% | -53.7% |
| 1Y | -39.7% | +39.5% | -79.2% | -59.8% |
| 3Y | -45.6% | +92.3% | -137.9% | -75.0% |
| 5Y | -2.5% | +43.0% | -45.5% | -37.7% |
| 10Y | +597.4% | +137.1% | +460.3% | +122.2% |
| All | +390.5% | +921.0% | -530.4% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling