+197.7%
EXC vs IBB
+130.8%
+66.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +9.0% | +5.2% | +3.9% | +7.1% |
| 3M | +3.3% | +8.6% | -5.3% | +0.1% |
| 6M | +5.7% | +27.8% | -22.2% | -3.2% |
| YTD | +7.3% | +28.8% | -21.5% | -2.4% |
| 1Y | +2.9% | +36.4% | -33.5% | -8.4% |
| 3Y | +29.3% | +89.3% | -60.0% | +0.1% |
| 5Y | +40.1% | +43.3% | -3.2% | +19.6% |
| 10Y | +197.7% | +130.6% | +67.0% | +110.3% |
| All | +197.7% | +130.8% | +66.9% | +110.3% |
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