+188.7%
BP vs IBB
+566.2%
-377.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -11.6% | -1.8% | -9.8% | -11.1% |
| 30D | 0.0% | +5.1% | -5.0% | -2.1% |
| 3M | +6.7% | +10.7% | -4.0% | +1.9% |
| 6M | +2.2% | +22.9% | -20.7% | -6.9% |
| YTD | +33.0% | +26.7% | +6.3% | +19.1% |
| 1Y | +30.7% | +35.1% | -4.4% | +14.0% |
| 3Y | +44.2% | +80.2% | -36.0% | +10.5% |
| 5Y | +105.1% | +37.8% | +67.3% | +71.8% |
| 10Y | +133.5% | +161.2% | -27.7% | +45.9% |
| All | +188.7% | +566.2% | -377.4% | -2.7% |
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 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