-25.6%
EFX vs IBB
+51.5%
-77.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.1% |
| 7D | -8.6% | +1.4% | -10.1% | -9.0% |
| 30D | +0.1% | +10.5% | -10.4% | -2.8% |
| 3M | +3.8% | +23.6% | -19.8% | -1.7% |
| 6M | -13.5% | +22.6% | -36.1% | -18.3% |
| YTD | -17.7% | +25.7% | -43.3% | -23.2% |
| 1Y | -25.6% | +51.4% | -77.0% | -38.8% |
| All | -25.6% | +51.5% | -77.0% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling