+92.2%
COST vs IBB
+89.8%
+2.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +12.8% | +5.2% | +7.6% | +11.8% |
| 3M | +12.1% | +8.6% | +3.5% | +10.4% |
| 6M | +6.0% | +27.8% | -21.8% | +1.2% |
| YTD | +24.4% | +28.8% | -4.4% | +18.2% |
| 1Y | +17.1% | +36.4% | -19.3% | +9.6% |
| 3Y | +92.2% | +89.3% | +2.8% | +55.9% |
| All | +92.2% | +89.8% | +2.4% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling