+416.1%
ETSY vs IBB
+125.2%
+291.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +2.0% |
| 7D | -12.7% | -5.2% | -7.5% | -7.8% |
| 30D | -9.9% | +1.5% | -11.4% | -11.9% |
| 3M | +4.2% | +22.1% | -18.0% | -16.2% |
| 6M | +34.2% | +17.7% | +16.5% | +10.9% |
| YTD | +29.1% | +20.2% | +9.0% | +3.8% |
| 1Y | +23.8% | +44.4% | -20.6% | -18.3% |
| 3Y | +6.6% | +61.1% | -54.4% | -39.2% |
| 5Y | -67.0% | +18.5% | -85.6% | -73.1% |
| All | +416.1% | +125.2% | +291.0% | +165.6% |
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