-44.8%
COMP vs IBB
+41.3%
-86.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.8% |
| 7D | +1.4% | +1.4% | -0.1% | -0.7% |
| 30D | -13.3% | +10.5% | -23.8% | -25.6% |
| 3M | +41.1% | +23.6% | +17.5% | +2.6% |
| 6M | +17.2% | +22.6% | -5.4% | -13.7% |
| YTD | +5.2% | +25.7% | -20.5% | -26.0% |
| 1Y | +18.9% | +51.4% | -32.4% | -38.0% |
| 3Y | +215.9% | +64.4% | +151.5% | +45.3% |
| 5Y | -31.2% | +22.1% | -53.3% | -56.7% |
| All | -44.8% | +41.3% | -86.1% | -70.2% |
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