-17.0%
COMP vs IBB
+42.1%
-59.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -5.8% |
| 7D | +7.2% | +0.8% | +6.4% | +6.7% |
| 30D | +6.4% | +5.2% | +1.2% | -0.7% |
| 3M | -19.4% | +8.6% | -28.0% | -29.3% |
| 6M | +14.6% | +27.8% | -13.3% | -22.7% |
| YTD | -5.5% | +28.8% | -34.3% | -37.1% |
| 1Y | +13.7% | +36.4% | -22.8% | -31.4% |
| 3Y | +409.7% | +89.3% | +320.4% | +72.1% |
| 5Y | -17.0% | +43.3% | -60.3% | -56.0% |
| All | -17.0% | +42.1% | -59.2% | -56.0% |
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 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