+68.2%
EFA vs IBB
+64.8%
+3.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.4% |
| 7D | +1.2% | -1.7% | +2.8% | +1.9% |
| 30D | -0.7% | +4.9% | -5.6% | -3.0% |
| 3M | +6.4% | +24.2% | -17.8% | -3.8% |
| 6M | +11.4% | +23.8% | -12.5% | +0.7% |
| YTD | +14.0% | +23.0% | -9.0% | +3.3% |
| 1Y | +20.2% | +46.2% | -26.0% | +0.7% |
| 3Y | +68.2% | +64.8% | +3.4% | +32.8% |
| All | +68.2% | +64.8% | +3.4% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling