+49.1%
D vs IBB
+126.8%
-77.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -1.4% | -0.5% | -0.8% | -1.3% |
| 30D | +7.7% | +4.6% | +3.2% | +6.3% |
| 3M | -0.3% | +6.8% | -7.1% | -2.5% |
| 6M | +10.1% | +23.1% | -13.0% | +3.2% |
| YTD | +19.1% | +26.0% | -7.0% | +10.5% |
| 1Y | +15.9% | +30.4% | -14.5% | +6.4% |
| 3Y | +75.0% | +85.4% | -10.4% | +42.7% |
| 5Y | +13.4% | +39.7% | -26.4% | -0.5% |
| All | +49.1% | +126.8% | -77.6% | +14.1% |
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