+805.7%
ED vs IBB
+560.8%
+244.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -0.1% | +10.5% | -10.6% | -2.1% |
| 3M | +3.9% | +23.6% | -19.7% | -0.4% |
| 6M | -3.0% | +22.6% | -25.7% | -7.1% |
| YTD | +10.7% | +25.7% | -15.0% | +5.4% |
| 1Y | +13.3% | +51.4% | -38.0% | +3.9% |
| 3Y | +34.5% | +64.4% | -29.9% | +20.4% |
| 5Y | +67.1% | +22.1% | +45.0% | +57.3% |
| 10Y | +103.0% | +132.5% | -29.4% | +63.2% |
| All | +805.7% | +560.8% | +244.9% | +349.1% |
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