-14.6%
EW vs IBB
+37.5%
-52.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +11.0% | -1.8% | +12.8% | +11.9% |
| 30D | +19.1% | +5.1% | +14.0% | +15.7% |
| 3M | +14.4% | +10.7% | +3.6% | +7.7% |
| 6M | +22.8% | +22.9% | -0.1% | +8.8% |
| YTD | +19.8% | +26.7% | -6.9% | +4.0% |
| 1Y | +23.9% | +35.1% | -11.2% | +3.5% |
| 3Y | +52.2% | +80.2% | -28.0% | +2.3% |
| All | -14.6% | +37.5% | -52.0% | -34.4% |
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