+480.5%
D vs IBB
+560.8%
-80.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.5% | +1.4% | 0.0% | +1.1% |
| 30D | -2.6% | +10.5% | -13.1% | -5.3% |
| 3M | 0.0% | +23.6% | -23.6% | -5.8% |
| 6M | +7.4% | +22.6% | -15.3% | +1.1% |
| YTD | +15.9% | +25.7% | -9.8% | +8.2% |
| 1Y | +18.1% | +51.4% | -33.3% | +4.6% |
| 3Y | +58.4% | +64.4% | -6.0% | +36.2% |
| 5Y | +5.2% | +22.1% | -16.9% | -3.1% |
| 10Y | +35.9% | +132.5% | -96.6% | +1.9% |
| All | +480.5% | +560.8% | -80.4% | +150.5% |
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