+382.0%
EAT vs IBB
+122.6%
+259.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -1.8% |
| 7D | -4.9% | -1.7% | -3.3% | -3.8% |
| 30D | -1.2% | +4.9% | -6.1% | -4.8% |
| 3M | +52.2% | +24.2% | +28.0% | +29.2% |
| 6M | +65.0% | +23.8% | +41.2% | +39.8% |
| YTD | +55.0% | +23.0% | +32.1% | +31.6% |
| 1Y | +42.1% | +46.2% | -4.1% | +5.7% |
| 3Y | +614.7% | +64.8% | +549.9% | +381.3% |
| 5Y | +322.7% | +20.9% | +301.8% | +249.9% |
| 10Y | +382.0% | +121.6% | +260.5% | +177.7% |
| All | +382.0% | +122.6% | +259.4% | +177.7% |
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