+61.7%
DD vs IBB
+22.5%
+39.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.9% |
| 7D | -3.5% | +1.4% | -4.9% | -4.4% |
| 30D | -10.3% | +10.5% | -20.8% | -16.1% |
| 3M | -7.5% | +23.6% | -31.2% | -19.7% |
| 6M | -8.0% | +22.6% | -30.6% | -19.9% |
| YTD | +10.5% | +25.7% | -15.2% | -5.5% |
| 1Y | +38.3% | +51.4% | -13.1% | +4.6% |
| 3Y | +42.5% | +64.4% | -21.9% | +1.2% |
| All | +61.7% | +22.5% | +39.2% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling