-32.8%
EFX vs IBB
+22.5%
-55.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.8% |
| 7D | -8.6% | +1.4% | -10.1% | -9.5% |
| 30D | +0.1% | +10.5% | -10.4% | -6.9% |
| 3M | +3.8% | +23.6% | -19.8% | -11.1% |
| 6M | -13.5% | +22.6% | -36.1% | -26.0% |
| YTD | -17.7% | +25.7% | -43.3% | -31.2% |
| 1Y | -25.6% | +51.4% | -77.0% | -46.5% |
| 3Y | -12.1% | +64.4% | -76.5% | -41.4% |
| All | -32.8% | +22.5% | -55.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling