-33.9%
BTDR vs IBB
+36.2%
-70.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +7.4% |
| 7D | +7.1% | +2.7% | +4.4% | +5.7% |
| 30D | -31.4% | +6.3% | -37.7% | -34.1% |
| 3M | -39.2% | +11.1% | -50.3% | -44.1% |
| 6M | -50.9% | +29.2% | -80.2% | -60.5% |
| YTD | -41.0% | +30.2% | -71.3% | -52.2% |
| 1Y | -69.9% | +39.5% | -109.4% | -76.9% |
| 3Y | +87.3% | +92.3% | -5.1% | +27.6% |
| 5Y | -33.6% | +43.0% | -76.6% | -54.3% |
| All | -33.9% | +36.2% | -70.1% | -54.4% |
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