+0.4%
DOW vs IBB
+91.5%
-91.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +3.1% |
| 7D | +3.7% | +1.6% | +2.0% | +2.6% |
| 30D | +16.3% | +6.7% | +9.6% | +11.6% |
| 3M | +9.7% | +6.3% | +3.4% | +4.7% |
| 6M | -14.1% | +23.9% | -38.0% | -26.0% |
| YTD | +46.6% | +26.6% | +20.0% | +23.1% |
| 1Y | +56.8% | +29.6% | +27.2% | +29.5% |
| 3Y | -20.4% | +86.1% | -106.4% | -48.4% |
| 5Y | -27.4% | +40.3% | -67.8% | -44.3% |
| All | +0.4% | +91.5% | -91.1% | -49.9% |
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