+1.1%
BX vs IBB
+41.1%
-40.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +1.2% |
| 7D | +3.3% | +2.7% | +0.6% | +0.8% |
| 30D | +9.6% | +6.3% | +3.2% | +3.2% |
| 3M | -8.7% | +11.1% | -19.7% | -18.1% |
| 6M | +2.2% | +29.2% | -27.0% | -21.6% |
| YTD | -16.2% | +30.2% | -46.4% | -36.7% |
| 1Y | -11.5% | +39.5% | -51.0% | -38.1% |
| 3Y | +41.0% | +92.3% | -51.3% | -32.5% |
| 5Y | +1.1% | +43.0% | -41.9% | -35.1% |
| All | +1.1% | +41.1% | -40.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling