+41.0%
EFX vs IBB
+122.2%
-81.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -9.4% | -3.9% | -5.5% | -7.3% |
| 30D | -6.9% | +2.7% | -9.6% | -8.4% |
| 3M | +0.1% | +21.4% | -21.2% | -10.6% |
| 6M | -17.3% | +20.1% | -37.4% | -26.0% |
| YTD | -21.8% | +21.9% | -43.7% | -30.9% |
| 1Y | -32.5% | +44.1% | -76.7% | -46.1% |
| 3Y | -12.3% | +63.4% | -75.7% | -34.9% |
| 5Y | -36.6% | +19.8% | -56.4% | -45.9% |
| 10Y | +41.0% | +127.0% | -86.0% | -5.8% |
| All | +41.0% | +122.2% | -81.2% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling