+95.6%
BN vs IBB
+78.6%
+17.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -2.1% |
| 7D | +5.3% | -1.8% | +7.2% | +6.6% |
| 30D | +11.9% | +5.1% | +6.8% | +7.9% |
| 3M | -5.7% | +10.7% | -16.5% | -13.2% |
| 6M | -10.6% | +22.9% | -33.5% | -24.6% |
| YTD | -9.4% | +26.7% | -36.1% | -25.8% |
| 1Y | -8.8% | +35.1% | -43.9% | -29.5% |
| 3Y | +95.6% | +80.2% | +15.4% | +16.4% |
| All | +95.6% | +78.6% | +17.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling