+375.9%
EFA vs IBB
+641.1%
-265.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.4% |
| 7D | +1.3% | +1.6% | -0.4% | +0.5% |
| 30D | +0.5% | +6.7% | -6.2% | -2.7% |
| 3M | -4.1% | +6.3% | -10.5% | -7.4% |
| 6M | +2.4% | +23.9% | -21.5% | -8.5% |
| YTD | +10.0% | +26.6% | -16.6% | -2.9% |
| 1Y | +11.4% | +29.6% | -18.2% | -2.9% |
| 3Y | +65.4% | +86.1% | -20.7% | +19.2% |
| 5Y | +49.6% | +40.3% | +9.3% | +22.1% |
| 10Y | +144.8% | +128.1% | +16.7% | +50.9% |
| All | +375.9% | +641.1% | -265.3% | +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 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