-29.7%
BTDR vs IBB
+35.3%
-65.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.2% | +9.3% |
| 7D | +7.7% | -1.4% | +9.0% | +10.2% |
| 30D | -24.1% | +6.8% | -30.9% | -27.3% |
| 3M | -19.1% | +9.2% | -28.3% | -24.2% |
| 6M | -46.6% | +28.3% | -75.0% | -56.7% |
| YTD | -37.3% | +29.4% | -66.7% | -48.8% |
| 1Y | -53.2% | +33.2% | -86.4% | -62.5% |
| 3Y | +77.1% | +90.2% | -13.1% | +21.5% |
| 5Y | -29.7% | +44.0% | -73.7% | -51.3% |
| All | -29.7% | +35.3% | -65.0% | -51.2% |
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