+223.5%
C vs IBB
+156.3%
+67.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.3% |
| 30D | -6.0% | +5.1% | -11.0% | -8.9% |
| 3M | -10.5% | +10.7% | -21.3% | -16.8% |
| 6M | -5.7% | +22.9% | -28.6% | -18.2% |
| YTD | +4.1% | +26.7% | -22.6% | -11.7% |
| 1Y | +20.5% | +35.1% | -14.6% | -2.1% |
| 3Y | +208.1% | +80.2% | +127.9% | +105.5% |
| 5Y | +110.4% | +37.8% | +72.6% | +64.3% |
| All | +223.5% | +156.3% | +67.2% | +66.1% |
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 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