+760.1%
COST vs IBB
+126.8%
+633.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.0% | -0.5% | +5.5% | +5.2% |
| 30D | +12.8% | +4.6% | +8.3% | +10.8% |
| 3M | +15.2% | +6.8% | +8.4% | +11.8% |
| 6M | +7.4% | +23.1% | -15.7% | -1.4% |
| YTD | +29.0% | +26.0% | +3.0% | +16.9% |
| 1Y | +20.3% | +30.4% | -10.1% | +7.5% |
| 3Y | +99.0% | +85.4% | +13.6% | +51.6% |
| 5Y | +125.7% | +39.7% | +85.9% | +90.4% |
| All | +760.1% | +126.8% | +633.4% | +498.9% |
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