-10.9%
DOW vs IBB
+84.4%
-95.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -6.0% | -3.9% | -2.1% | -3.8% |
| 30D | -2.7% | +2.7% | -5.5% | -4.7% |
| 3M | -10.5% | +21.4% | -31.8% | -21.2% |
| 6M | -12.4% | +20.1% | -32.5% | -23.4% |
| YTD | +30.0% | +21.9% | +8.2% | +12.3% |
| 1Y | +27.8% | +44.1% | -16.3% | -1.3% |
| 3Y | -34.9% | +63.4% | -98.3% | -54.0% |
| 5Y | -35.9% | +19.8% | -55.6% | -44.7% |
| All | -10.9% | +84.4% | -95.3% | -54.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling