+1,146.6%
EFX vs IBB
+566.2%
+580.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | +33.1% | +5.1% | +28.1% | +29.5% |
| 3M | +8.2% | +10.7% | -2.6% | +2.3% |
| 6M | +10.2% | +22.9% | -12.7% | -1.7% |
| YTD | -11.8% | +26.7% | -38.5% | -22.8% |
| 1Y | -6.1% | +35.1% | -41.2% | -20.5% |
| 3Y | +7.5% | +80.2% | -72.7% | -21.3% |
| 5Y | -30.7% | +37.8% | -68.5% | -42.1% |
| 10Y | +68.7% | +161.2% | -92.5% | -0.1% |
| All | +1,146.6% | +566.2% | +580.5% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling