-54.2%
COMP vs IBB
+40.0%
-94.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.0% | -3.1% | -1.1% |
| 7D | -1.8% | -3.6% | +1.8% | +3.6% |
| 30D | -0.8% | +3.4% | -4.1% | -5.5% |
| 3M | -28.1% | +9.5% | -37.6% | -37.8% |
| 6M | +27.0% | +23.3% | +3.7% | -8.0% |
| YTD | -12.8% | +24.5% | -37.3% | -38.2% |
| 1Y | +4.9% | +32.9% | -28.0% | -33.0% |
| 3Y | +321.0% | +76.6% | +244.4% | +70.1% |
| 5Y | -25.6% | +35.5% | -61.1% | -56.7% |
| All | -54.2% | +40.0% | -94.3% | -75.1% |
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