+194.3%
ETSY vs IBB
+82.3%
+112.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.9% |
| 7D | -3.5% | +1.6% | -5.2% | -5.1% |
| 30D | +11.4% | +6.7% | +4.7% | +5.0% |
| 3M | +10.9% | +6.3% | +4.5% | +3.5% |
| 6M | +53.5% | +23.9% | +29.6% | +23.4% |
| YTD | +59.3% | +26.6% | +32.7% | +24.2% |
| 1Y | +38.2% | +29.6% | +8.5% | +5.1% |
| 3Y | +39.6% | +86.1% | -46.5% | -26.3% |
| 5Y | -67.6% | +40.3% | -107.9% | -76.7% |
| 10Y | +653.3% | +128.1% | +525.3% | +292.2% |
| All | +194.3% | +82.3% | +112.0% | +57.7% |
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