+668.7%
BX vs IBB
+122.2%
+546.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -2.9% |
| 7D | -5.7% | -3.9% | -1.8% | -2.6% |
| 30D | -8.9% | +2.7% | -11.6% | -11.1% |
| 3M | +8.4% | +21.4% | -13.0% | -8.1% |
| 6M | +18.9% | +20.1% | -1.1% | +1.8% |
| YTD | -13.6% | +21.9% | -35.5% | -27.4% |
| 1Y | -22.4% | +44.1% | -66.6% | -43.6% |
| 3Y | +26.0% | +63.4% | -37.3% | -17.4% |
| 5Y | +18.8% | +19.8% | -1.0% | -1.7% |
| 10Y | +668.7% | +127.0% | +541.7% | +339.3% |
| All | +668.7% | +122.2% | +546.5% | +339.3% |
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