+172.0%
ET vs IBB
+130.8%
+41.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | -1.9% | +0.8% | -2.7% | -2.3% |
| 30D | -3.1% | +5.2% | -8.2% | -5.5% |
| 3M | -3.9% | +8.6% | -12.5% | -8.1% |
| 6M | +4.0% | +27.8% | -23.8% | -8.1% |
| YTD | +26.4% | +28.8% | -2.4% | +10.5% |
| 1Y | +24.9% | +36.4% | -11.5% | +6.0% |
| 3Y | +85.2% | +89.3% | -4.2% | +30.8% |
| 5Y | +218.3% | +43.3% | +175.0% | +155.6% |
| 10Y | +172.0% | +130.6% | +41.3% | +67.3% |
| All | +172.0% | +130.8% | +41.2% | +67.3% |
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