+84.2%
ET vs IBB
+86.1%
-1.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | -2.5% | +4.6% | -7.0% | -3.4% |
| 3M | -4.9% | +6.8% | -11.7% | -6.6% |
| 6M | -0.1% | +23.1% | -23.2% | -5.5% |
| YTD | +26.2% | +26.0% | +0.2% | +18.0% |
| 1Y | +25.2% | +30.4% | -5.2% | +15.5% |
| 3Y | +84.2% | +85.4% | -1.2% | +44.4% |
| All | +84.2% | +86.1% | -1.9% | +44.4% |
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 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