+48.4%
D vs IBB
+133.2%
-84.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.4% | -1.4% | -1.1% | -2.1% |
| 30D | +9.0% | +6.8% | +2.2% | +6.9% |
| 3M | +1.0% | +9.2% | -8.3% | -1.8% |
| 6M | +11.0% | +28.3% | -17.4% | +2.9% |
| YTD | +19.8% | +29.4% | -9.6% | +10.4% |
| 1Y | +16.0% | +33.2% | -17.2% | +5.9% |
| 3Y | +74.4% | +90.2% | -15.8% | +41.3% |
| 5Y | +13.5% | +44.0% | -30.4% | -1.1% |
| 10Y | +48.4% | +133.1% | -84.7% | +12.1% |
| All | +48.4% | +133.2% | -84.8% | +12.1% |
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