-20.2%
DOW vs IBB
+86.1%
-106.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.2% | -0.5% | +5.8% | +5.4% |
| 30D | +13.2% | +4.6% | +8.6% | +10.5% |
| 3M | +10.1% | +6.8% | +3.3% | +5.5% |
| 6M | -13.1% | +23.1% | -36.2% | -23.6% |
| YTD | +46.1% | +26.0% | +20.1% | +24.4% |
| 1Y | +50.0% | +30.4% | +19.7% | +24.1% |
| 3Y | -20.2% | +85.4% | -105.7% | -51.9% |
| All | -20.2% | +86.1% | -106.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling