-6.7%
EFX vs IBB
+42.2%
-48.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.6% |
| 7D | +9.2% | +2.2% | +7.0% | +8.5% |
| 30D | +34.8% | +6.3% | +28.5% | +32.1% |
| 3M | +8.8% | +16.3% | -7.5% | +4.4% |
| 6M | +12.3% | +30.0% | -17.7% | +5.8% |
| YTD | -10.6% | +31.1% | -41.8% | -16.5% |
| 1Y | -6.7% | +42.0% | -48.7% | -16.6% |
| All | -6.7% | +42.2% | -48.9% | -16.6% |
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