+900.9%
ED vs IBB
+566.2%
+334.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.7% |
| 7D | +1.6% | -1.8% | +3.5% | +1.9% |
| 30D | +13.3% | +5.1% | +8.2% | +12.1% |
| 3M | +9.7% | +10.7% | -1.0% | +7.3% |
| 6M | +12.8% | +22.9% | -10.1% | +8.0% |
| YTD | +22.3% | +26.7% | -4.4% | +16.1% |
| 1Y | +26.3% | +35.1% | -8.8% | +18.4% |
| 3Y | +45.0% | +80.2% | -35.2% | +27.3% |
| 5Y | +80.2% | +37.8% | +42.3% | +65.4% |
| 10Y | +129.9% | +161.2% | -31.3% | +80.2% |
| All | +900.9% | +566.2% | +334.7% | +394.7% |
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 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