+514.0%
D vs IBB
+554.8%
-40.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.9% | +1.2% |
| 7D | +6.9% | -3.6% | +10.6% | +7.9% |
| 30D | +12.3% | +3.4% | +8.9% | +11.2% |
| 3M | +3.0% | +9.5% | -6.5% | +0.2% |
| 6M | +12.8% | +23.3% | -10.5% | +6.0% |
| YTD | +22.6% | +24.5% | -2.0% | +14.5% |
| 1Y | +21.7% | +32.9% | -11.3% | +11.5% |
| 3Y | +83.9% | +76.6% | +7.4% | +54.7% |
| 5Y | +14.0% | +35.5% | -21.5% | +1.9% |
| 10Y | +45.6% | +156.7% | -111.2% | +6.2% |
| All | +514.0% | +554.8% | -40.9% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling