+15.1%
BND vs IBB
+86.3%
-71.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.1% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | +2.0% | +6.3% | -4.3% | +1.5% |
| 3M | -0.4% | +11.1% | -11.4% | -1.1% |
| 6M | -0.9% | +29.2% | -30.2% | -2.8% |
| YTD | -0.3% | +30.2% | -30.6% | -2.3% |
| 1Y | 0.0% | +39.5% | -39.5% | -2.5% |
| 3Y | +15.1% | +92.3% | -77.3% | +8.0% |
| All | +15.1% | +86.3% | -71.3% | +8.0% |
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