+135.7%
BP vs IBB
+133.2%
+2.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -3.1% | +6.8% | -9.9% | -5.4% |
| 3M | +6.2% | +9.2% | -3.1% | +2.4% |
| 6M | +4.8% | +28.3% | -23.5% | -4.9% |
| YTD | +35.2% | +29.4% | +5.8% | +21.6% |
| 1Y | +27.4% | +33.2% | -5.7% | +13.3% |
| 3Y | +49.8% | +90.2% | -40.4% | +14.0% |
| 5Y | +109.4% | +44.0% | +65.4% | +75.9% |
| 10Y | +135.7% | +133.1% | +2.6% | +59.0% |
| All | +135.7% | +133.2% | +2.5% | +59.0% |
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 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