+43.8%
D vs IBB
+139.6%
-95.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.3% |
| 7D | +0.8% | +2.7% | -1.9% | 0.0% |
| 30D | +10.7% | +6.3% | +4.4% | +8.7% |
| 3M | +2.3% | +11.1% | -8.8% | -1.0% |
| 6M | +12.5% | +29.2% | -16.7% | +4.1% |
| YTD | +20.1% | +30.2% | -10.1% | +10.5% |
| 1Y | +15.6% | +39.5% | -23.9% | +4.1% |
| 3Y | +75.2% | +92.3% | -17.2% | +41.6% |
| 5Y | +14.6% | +43.0% | -28.4% | +0.1% |
| 10Y | +43.8% | +137.1% | -93.3% | +8.3% |
| All | +43.8% | +139.6% | -95.9% | +8.3% |
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