+318.3%
BLK vs IBB
+126.8%
+191.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | +3.7% | -0.5% | +4.3% | +4.1% |
| 30D | +13.9% | +4.6% | +9.3% | +10.6% |
| 3M | +3.9% | +6.8% | -2.9% | -1.1% |
| 6M | +13.0% | +23.1% | -10.1% | -2.8% |
| YTD | +16.1% | +26.0% | -9.9% | -2.2% |
| 1Y | +16.8% | +30.4% | -13.6% | -4.0% |
| 3Y | +97.7% | +85.4% | +12.2% | +25.3% |
| 5Y | +42.1% | +39.7% | +2.4% | +8.4% |
| All | +318.3% | +126.8% | +191.6% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling