+296.6%
BN vs IBB
+127.7%
+168.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.4% |
| 7D | -0.3% | +1.6% | -1.9% | -1.4% |
| 30D | +13.6% | +6.7% | +6.8% | +8.6% |
| 3M | -6.7% | +6.3% | -13.0% | -11.1% |
| 6M | -9.0% | +23.9% | -32.9% | -22.3% |
| YTD | -8.8% | +26.6% | -35.4% | -23.6% |
| 1Y | -10.6% | +29.6% | -40.3% | -26.4% |
| 3Y | +98.8% | +86.1% | +12.7% | +28.1% |
| 5Y | +33.6% | +40.3% | -6.7% | +2.1% |
| All | +296.6% | +127.7% | +168.9% | +127.6% |
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