+20.1%
COMP vs IBB
+42.2%
-22.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +5.3% |
| 7D | +9.5% | +2.2% | +7.3% | +7.3% |
| 30D | +8.1% | +6.3% | +1.7% | +2.1% |
| 3M | -16.3% | +16.3% | -32.6% | -27.8% |
| 6M | +42.2% | +30.0% | +12.2% | +8.8% |
| YTD | -5.0% | +31.1% | -36.2% | -28.4% |
| 1Y | +20.1% | +42.0% | -21.9% | -19.0% |
| All | +20.1% | +42.2% | -22.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling