+160.5%
ETR vs IBB
+37.5%
+123.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | +7.5% | +5.1% | +2.5% | +6.4% |
| 3M | +4.4% | +10.7% | -6.3% | +1.9% |
| 6M | -1.5% | +22.9% | -24.4% | -6.2% |
| YTD | +21.8% | +26.7% | -4.9% | +14.9% |
| 1Y | +18.4% | +35.1% | -16.7% | +9.9% |
| 3Y | +148.5% | +80.2% | +68.3% | +112.4% |
| All | +160.5% | +37.5% | +123.1% | +119.2% |
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 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