+9.9%
BTDR vs IBB
+64.8%
-54.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +5.8% |
| 7D | +22.4% | -1.7% | +24.1% | +25.4% |
| 30D | +16.5% | +4.9% | +11.6% | +6.7% |
| 3M | -31.5% | +24.2% | -55.7% | -53.3% |
| 6M | +74.0% | +23.8% | +50.2% | +22.0% |
| YTD | +13.0% | +23.0% | -9.9% | -20.4% |
| 1Y | -0.2% | +46.2% | -46.4% | -47.6% |
| 3Y | +9.9% | +64.8% | -54.9% | -59.6% |
| All | +9.9% | +64.8% | -54.9% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling