+159.4%
ET vs IBB
+122.6%
+36.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.2% |
| 30D | +6.9% | +4.9% | +2.0% | +4.1% |
| 3M | +13.1% | +24.2% | -11.1% | +1.3% |
| 6M | +18.7% | +23.8% | -5.1% | +5.8% |
| YTD | +37.4% | +23.0% | +14.5% | +22.6% |
| 1Y | +34.8% | +46.2% | -11.3% | +9.6% |
| 3Y | +96.8% | +64.8% | +32.0% | +47.3% |
| 5Y | +238.2% | +20.9% | +217.3% | +196.9% |
| 10Y | +159.4% | +121.6% | +37.9% | +42.4% |
| All | +159.4% | +122.6% | +36.8% | +42.4% |
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