-9.9%
EFX vs IBB
+68.6%
-78.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.8% |
| 7D | -8.6% | +1.4% | -10.1% | -9.4% |
| 30D | +0.1% | +10.5% | -10.4% | -6.2% |
| 3M | +3.8% | +23.6% | -19.8% | -9.7% |
| 6M | -13.5% | +22.6% | -36.1% | -24.7% |
| YTD | -17.7% | +25.7% | -43.3% | -30.0% |
| 1Y | -25.6% | +51.4% | -77.0% | -45.8% |
| All | -9.9% | +68.6% | -78.5% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling