+1,421.3%
ETR vs IBB
+560.8%
+860.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | +1.0% | +10.5% | -9.5% | -1.8% |
| 3M | -1.3% | +23.6% | -24.9% | -6.9% |
| 6M | +1.9% | +22.6% | -20.7% | -3.9% |
| YTD | +18.2% | +25.7% | -7.5% | +10.5% |
| 1Y | +24.7% | +51.4% | -26.7% | +10.8% |
| 3Y | +150.7% | +64.4% | +86.3% | +115.9% |
| 5Y | +127.0% | +22.1% | +104.9% | +109.3% |
| 10Y | +295.5% | +132.5% | +163.0% | +199.2% |
| All | +1,421.3% | +560.8% | +860.5% | +572.5% |
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