-8.1%
EFX vs IBB
+29.7%
-37.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | +25.1% | +4.6% | +20.6% | +23.2% |
| 3M | +1.7% | +6.8% | -5.2% | -0.5% |
| 6M | +18.4% | +23.1% | -4.7% | +13.4% |
| YTD | -12.5% | +26.0% | -38.5% | -17.3% |
| 1Y | -8.1% | +30.4% | -38.5% | -15.0% |
| All | -8.1% | +29.7% | -37.7% | -15.0% |
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