+143.0%
ED vs IBB
+127.7%
+15.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -1.7% | +1.6% | -3.4% | -2.0% |
| 30D | +10.7% | +6.7% | +4.0% | +9.4% |
| 3M | +11.6% | +6.3% | +5.3% | +10.2% |
| 6M | +13.5% | +23.9% | -10.4% | +8.9% |
| YTD | +23.1% | +26.6% | -3.5% | +17.5% |
| 1Y | +23.1% | +29.6% | -6.6% | +16.8% |
| 3Y | +47.9% | +86.1% | -38.1% | +29.7% |
| 5Y | +83.9% | +40.3% | +43.5% | +69.3% |
| All | +143.0% | +127.7% | +15.3% | +99.8% |
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