+235.5%
EW vs IBB
+156.3%
+79.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.3% |
| 7D | +11.0% | -1.8% | +12.8% | +12.1% |
| 30D | +19.1% | +5.1% | +14.0% | +15.3% |
| 3M | +14.4% | +10.7% | +3.6% | +6.9% |
| 6M | +22.8% | +22.9% | -0.1% | +7.2% |
| YTD | +19.8% | +26.7% | -6.9% | +2.3% |
| 1Y | +23.9% | +35.1% | -11.2% | +1.5% |
| 3Y | +52.2% | +80.2% | -28.0% | +0.6% |
| 5Y | -13.9% | +37.8% | -51.8% | -32.7% |
| All | +235.5% | +156.3% | +79.1% | +81.0% |
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