+882.1%
BX vs IBB
+774.1%
+108.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +1.4% |
| 7D | +3.3% | +2.7% | +0.6% | +1.0% |
| 30D | +9.6% | +6.3% | +3.2% | +3.7% |
| 3M | -8.7% | +11.1% | -19.7% | -17.3% |
| 6M | +2.2% | +29.2% | -27.0% | -19.3% |
| YTD | -16.2% | +30.2% | -46.4% | -34.6% |
| 1Y | -11.5% | +39.5% | -51.0% | -35.3% |
| 3Y | +41.0% | +92.3% | -51.3% | -22.7% |
| 5Y | +1.1% | +43.0% | -41.9% | -27.0% |
| 10Y | +710.1% | +137.1% | +573.0% | +257.7% |
| All | +882.1% | +774.1% | +108.0% | -27.6% |
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