-10.4%
DOW vs IBB
+86.0%
-96.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.7% |
| 7D | -2.9% | -1.7% | -1.3% | -2.0% |
| 30D | +2.0% | +4.9% | -2.9% | -1.3% |
| 3M | -12.5% | +24.2% | -36.8% | -24.1% |
| 6M | -9.2% | +23.8% | -33.0% | -22.1% |
| YTD | +30.8% | +23.0% | +7.8% | +12.4% |
| 1Y | +29.4% | +46.2% | -16.8% | -0.9% |
| 3Y | -34.6% | +64.8% | -99.4% | -54.0% |
| 5Y | -35.9% | +20.9% | -56.9% | -45.0% |
| All | -10.4% | +86.0% | -96.5% | -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 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