+189.1%
BP vs IBB
+577.3%
-388.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.7% |
| 30D | -3.6% | +5.2% | -8.8% | -5.7% |
| 3M | +5.2% | +8.6% | -3.3% | +1.2% |
| 6M | +5.3% | +27.8% | -22.5% | -5.4% |
| YTD | +33.1% | +28.8% | +4.3% | +18.4% |
| 1Y | +26.3% | +36.4% | -10.1% | +9.8% |
| 3Y | +47.5% | +89.3% | -41.8% | +10.9% |
| 5Y | +106.2% | +43.3% | +62.9% | +70.0% |
| 10Y | +127.0% | +130.6% | -3.7% | +49.4% |
| All | +189.1% | +577.3% | -388.2% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling