+395.7%
EFA vs IBB
+635.9%
-240.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +0.9% | +10.5% | -9.6% | -4.2% |
| 3M | +4.9% | +23.6% | -18.8% | -5.8% |
| 6M | +8.6% | +22.6% | -14.1% | -2.3% |
| YTD | +14.6% | +25.7% | -11.1% | +1.8% |
| 1Y | +22.6% | +51.4% | -28.7% | -0.8% |
| 3Y | +66.5% | +64.4% | +2.1% | +27.8% |
| 5Y | +54.5% | +22.1% | +32.4% | +35.2% |
| 10Y | +144.8% | +132.5% | +12.3% | +49.1% |
| All | +395.7% | +635.9% | -240.1% | +39.1% |
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