+48.3%
D vs IBB
+130.8%
-82.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | +10.9% | +5.2% | +5.7% | +9.2% |
| 3M | +2.8% | +8.6% | -5.7% | +0.2% |
| 6M | +12.7% | +27.8% | -15.1% | +4.6% |
| YTD | +20.3% | +28.8% | -8.5% | +11.0% |
| 1Y | +17.1% | +36.4% | -19.3% | +6.1% |
| 3Y | +75.1% | +89.3% | -14.2% | +42.1% |
| 5Y | +13.1% | +43.3% | -30.1% | -1.3% |
| 10Y | +48.3% | +130.6% | -82.4% | +12.2% |
| All | +48.3% | +130.8% | -82.5% | +12.2% |
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