+23.8%
BTDR vs IBB
+31.5%
-7.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.7% |
| 7D | +20.0% | +1.4% | +18.5% | +18.4% |
| 30D | +11.9% | +10.5% | +1.4% | +2.4% |
| 3M | -36.9% | +23.6% | -60.6% | -47.8% |
| 6M | +56.5% | +22.6% | +33.9% | +32.1% |
| YTD | +10.4% | +25.7% | -15.2% | -8.6% |
| 1Y | +3.1% | +51.4% | -48.3% | -25.7% |
| 3Y | -2.6% | +64.4% | -67.0% | -31.5% |
| 5Y | +25.2% | +22.1% | +3.0% | -11.7% |
| All | +23.8% | +31.5% | -7.7% | -12.8% |
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