+289.2%
BN vs IBB
+130.8%
+158.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.6% |
| 7D | +4.3% | +0.8% | +3.5% | +3.8% |
| 30D | +14.3% | +5.2% | +9.1% | +10.3% |
| 3M | -4.1% | +8.6% | -12.7% | -9.9% |
| 6M | -9.7% | +27.8% | -37.5% | -24.5% |
| YTD | -7.1% | +28.8% | -36.0% | -23.1% |
| 1Y | -7.4% | +36.4% | -43.8% | -26.4% |
| 3Y | +102.3% | +89.3% | +13.0% | +28.9% |
| 5Y | +35.9% | +43.3% | -7.3% | +2.5% |
| 10Y | +289.2% | +130.6% | +158.5% | +120.1% |
| All | +289.2% | +130.8% | +158.4% | +120.1% |
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