+3,144.2%
COST vs IBB
+560.8%
+2,583.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -3.1% | +1.4% | -4.6% | -3.7% |
| 30D | -2.8% | +10.5% | -13.3% | -6.7% |
| 3M | -5.7% | +23.6% | -29.3% | -13.5% |
| 6M | -8.8% | +22.6% | -31.4% | -16.4% |
| YTD | +6.7% | +25.7% | -19.0% | -3.4% |
| 1Y | -3.6% | +51.4% | -55.0% | -19.2% |
| 3Y | +75.1% | +64.4% | +10.7% | +40.2% |
| 5Y | +108.9% | +22.1% | +86.8% | +86.2% |
| 10Y | +586.2% | +132.5% | +453.7% | +356.1% |
| All | +3,144.2% | +560.8% | +2,583.4% | +940.4% |
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