+207.0%
C vs IBB
+126.8%
+80.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.2% | -0.5% | +4.7% | +4.5% |
| 30D | +2.0% | +4.6% | -2.6% | -0.9% |
| 3M | -10.1% | +6.8% | -16.9% | -14.4% |
| 6M | +1.0% | +23.1% | -22.1% | -12.6% |
| YTD | +8.5% | +26.0% | -17.6% | -7.8% |
| 1Y | +25.7% | +30.4% | -4.6% | +4.5% |
| 3Y | +216.0% | +85.4% | +130.6% | +106.5% |
| 5Y | +112.3% | +39.7% | +72.6% | +64.0% |
| All | +207.0% | +126.8% | +80.3% | +62.8% |
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 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