+967.7%
BX vs IBB
+743.6%
+224.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -4.4% | +1.4% | -5.8% | -5.6% |
| 30D | +0.1% | +10.5% | -10.4% | -8.6% |
| 3M | +16.0% | +23.6% | -7.6% | -4.3% |
| 6M | +21.6% | +22.6% | -1.0% | +0.9% |
| YTD | -8.9% | +25.7% | -34.6% | -26.4% |
| 1Y | -16.6% | +51.4% | -68.0% | -43.3% |
| 3Y | +43.3% | +64.4% | -21.0% | -9.3% |
| 5Y | +25.7% | +22.1% | +3.5% | +4.3% |
| 10Y | +689.5% | +132.5% | +557.0% | +250.7% |
| All | +967.7% | +743.6% | +224.1% | -18.4% |
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