-52.4%
C vs IBB
+560.8%
-613.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | +3.6% | +1.4% | +2.2% | +2.5% |
| 30D | +0.1% | +10.5% | -10.4% | -7.6% |
| 3M | +2.4% | +23.6% | -21.2% | -13.3% |
| 6M | +24.9% | +22.6% | +2.3% | +6.2% |
| YTD | +19.8% | +25.7% | -5.9% | -0.4% |
| 1Y | +44.9% | +51.4% | -6.5% | +4.3% |
| 3Y | +263.0% | +64.4% | +198.6% | +142.8% |
| 5Y | +129.5% | +22.1% | +107.4% | +87.1% |
| 10Y | +291.6% | +132.5% | +159.1% | +83.4% |
| All | -52.4% | +560.8% | -613.2% | -92.9% |
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