+365.0%
BLDR vs IBB
+893.3%
-528.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.3% | -6.4% |
| 7D | -3.7% | -1.8% | -1.8% | -1.8% |
| 30D | +16.8% | +5.1% | +11.7% | +9.8% |
| 3M | -13.7% | +10.7% | -24.5% | -24.1% |
| 6M | -21.9% | +22.9% | -44.7% | -39.2% |
| YTD | -39.2% | +26.7% | -65.9% | -54.8% |
| 1Y | -42.6% | +35.1% | -77.8% | -60.4% |
| 3Y | -50.2% | +80.2% | -130.4% | -75.4% |
| 5Y | -7.0% | +37.8% | -44.8% | -38.2% |
| 10Y | +584.2% | +161.2% | +423.0% | +89.0% |
| All | +365.0% | +893.3% | -528.3% | -84.7% |
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