+144.4%
EFA vs IBB
+122.2%
+22.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.5% | -3.9% | +3.4% | +1.3% |
| 30D | -1.3% | +2.7% | -4.1% | -2.8% |
| 3M | +5.2% | +21.4% | -16.2% | -4.1% |
| 6M | +9.4% | +20.1% | -10.7% | +0.1% |
| YTD | +12.7% | +21.9% | -9.1% | +2.3% |
| 1Y | +19.3% | +44.1% | -24.9% | +0.1% |
| 3Y | +66.3% | +63.4% | +3.0% | +30.2% |
| 5Y | +53.4% | +19.8% | +33.6% | +36.0% |
| 10Y | +144.4% | +127.0% | +17.4% | +66.3% |
| All | +144.4% | +122.2% | +22.2% | +66.3% |
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