+4,917.7%
EW vs IBB
+560.8%
+4,356.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -0.3% | +1.4% | -1.8% | -1.0% |
| 30D | +1.0% | +10.5% | -9.4% | -3.9% |
| 3M | +2.8% | +23.6% | -20.8% | -7.6% |
| 6M | +5.5% | +22.6% | -17.1% | -5.0% |
| YTD | +5.5% | +25.7% | -20.2% | -6.3% |
| 1Y | +11.0% | +51.4% | -40.3% | -10.1% |
| 3Y | +17.7% | +64.4% | -46.7% | -9.9% |
| 5Y | -25.7% | +22.1% | -47.9% | -34.7% |
| 10Y | +132.8% | +132.5% | +0.3% | +50.1% |
| All | +4,917.7% | +560.8% | +4,356.9% | +1,656.1% |
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