+23.3%
BTDR vs IBB
+27.5%
-4.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.9% |
| 7D | +14.8% | -3.9% | +18.7% | +18.7% |
| 30D | +41.8% | +2.7% | +39.1% | +38.5% |
| 3M | -29.2% | +21.4% | -50.5% | -40.5% |
| 6M | +66.2% | +20.1% | +46.1% | +42.8% |
| YTD | +10.0% | +21.9% | -11.9% | -6.5% |
| 1Y | -11.0% | +44.1% | -55.1% | -33.2% |
| 3Y | +6.9% | +63.4% | -56.4% | -23.0% |
| 5Y | +24.7% | +19.8% | +4.9% | -9.8% |
| All | +23.3% | +27.5% | -4.2% | -10.9% |
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