+112.2%
C vs IBB
+42.1%
+70.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | -5.2% | +5.2% | -10.3% | -7.8% |
| 3M | -9.1% | +8.6% | -17.7% | -13.7% |
| 6M | -1.6% | +27.8% | -29.4% | -15.5% |
| YTD | +6.9% | +28.8% | -21.9% | -8.9% |
| 1Y | +23.0% | +36.4% | -13.4% | +1.2% |
| 3Y | +216.1% | +89.3% | +126.8% | +112.0% |
| 5Y | +112.2% | +43.3% | +69.0% | +49.3% |
| All | +112.2% | +42.1% | +70.1% | +49.3% |
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