-49.3%
COMP vs IBB
+42.4%
-91.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +8.3% |
| 7D | +13.4% | -1.8% | +15.3% | +16.8% |
| 30D | +11.1% | +5.1% | +6.0% | +3.6% |
| 3M | -18.8% | +10.7% | -29.6% | -30.6% |
| 6M | +10.5% | +22.9% | -12.4% | -19.8% |
| YTD | -3.4% | +26.7% | -30.1% | -33.0% |
| 1Y | +19.7% | +35.1% | -15.4% | -25.2% |
| 3Y | +381.6% | +80.2% | +301.4% | +89.3% |
| 5Y | -17.6% | +37.8% | -55.4% | -53.1% |
| All | -49.3% | +42.4% | -91.8% | -73.0% |
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 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