-10.8%
DOW vs IBB
+90.2%
-101.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.2% |
| 30D | +0.4% | +10.5% | -10.1% | -5.8% |
| 3M | -14.4% | +23.6% | -38.0% | -25.5% |
| 6M | -7.0% | +22.6% | -29.6% | -19.6% |
| YTD | +30.2% | +25.7% | +4.5% | +10.5% |
| 1Y | +29.2% | +51.4% | -22.2% | -3.1% |
| 3Y | -36.7% | +64.4% | -101.1% | -55.4% |
| 5Y | -37.7% | +22.1% | -59.8% | -46.7% |
| All | -10.8% | +90.2% | -101.0% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling