+285.2%
BN vs IBB
+139.6%
+145.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +2.0% |
| 7D | +3.6% | +2.7% | +0.9% | +1.8% |
| 30D | +15.9% | +6.3% | +9.5% | +11.0% |
| 3M | -2.3% | +11.1% | -13.4% | -9.7% |
| 6M | -8.4% | +29.2% | -37.7% | -24.0% |
| YTD | -5.9% | +30.2% | -36.1% | -22.6% |
| 1Y | -5.6% | +39.5% | -45.1% | -26.0% |
| 3Y | +104.2% | +92.3% | +11.9% | +28.8% |
| 5Y | +35.5% | +43.0% | -7.5% | +2.2% |
| 10Y | +285.2% | +137.1% | +148.1% | +116.3% |
| All | +285.2% | +139.6% | +145.6% | +116.3% |
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 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