+134.3%
ED vs IBB
+139.6%
-5.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.6% |
| 7D | -0.1% | +2.7% | -2.8% | -0.6% |
| 30D | +11.6% | +6.3% | +5.2% | +10.3% |
| 3M | +10.5% | +11.1% | -0.5% | +8.3% |
| 6M | +13.2% | +29.2% | -16.0% | +7.9% |
| YTD | +22.1% | +30.2% | -8.1% | +16.0% |
| 1Y | +24.2% | +39.5% | -15.3% | +16.4% |
| 3Y | +46.9% | +92.3% | -45.4% | +28.2% |
| 5Y | +80.8% | +43.0% | +37.8% | +66.1% |
| 10Y | +134.3% | +137.1% | -2.8% | +91.0% |
| All | +134.3% | +139.6% | -5.4% | +91.0% |
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 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