+127.7%
BP vs IBB
+139.6%
-11.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.8% |
| 7D | -6.9% | +2.7% | -9.6% | -7.8% |
| 30D | -3.6% | +6.3% | -9.9% | -5.7% |
| 3M | +8.4% | +11.1% | -2.6% | +4.0% |
| 6M | +5.3% | +29.2% | -23.9% | -4.6% |
| YTD | +33.2% | +30.2% | +2.9% | +19.5% |
| 1Y | +28.2% | +39.5% | -11.3% | +12.0% |
| 3Y | +49.2% | +92.3% | -43.1% | +13.2% |
| 5Y | +102.9% | +43.0% | +59.9% | +71.1% |
| 10Y | +127.7% | +137.1% | -9.4% | +53.7% |
| All | +127.7% | +139.6% | -11.9% | +53.7% |
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