+35.3%
D vs IBB
+122.6%
-87.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.2% |
| 7D | +0.8% | -1.7% | +2.4% | +1.2% |
| 30D | -0.7% | +4.9% | -5.6% | -2.1% |
| 3M | +2.1% | +24.2% | -22.1% | -4.0% |
| 6M | +6.8% | +23.8% | -17.0% | +0.3% |
| YTD | +16.5% | +23.0% | -6.4% | +9.4% |
| 1Y | +19.2% | +46.2% | -27.0% | +6.2% |
| 3Y | +61.9% | +64.8% | -3.0% | +38.0% |
| 5Y | +6.5% | +20.9% | -14.4% | -1.9% |
| 10Y | +35.3% | +121.6% | -86.3% | +8.6% |
| All | +35.3% | +122.6% | -87.4% | +8.6% |
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