+141.8%
ED vs IBB
+133.2%
+8.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.7% |
| 30D | +11.2% | +6.8% | +4.4% | +9.9% |
| 3M | +11.8% | +9.2% | +2.6% | +9.9% |
| 6M | +14.1% | +28.3% | -14.3% | +8.9% |
| YTD | +23.0% | +29.4% | -6.4% | +16.9% |
| 1Y | +23.7% | +33.2% | -9.5% | +16.9% |
| 3Y | +47.7% | +90.2% | -42.4% | +29.1% |
| 5Y | +82.6% | +44.0% | +38.6% | +67.4% |
| 10Y | +141.8% | +133.1% | +8.7% | +97.4% |
| All | +141.8% | +133.2% | +8.6% | +97.4% |
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