+196.7%
EXC vs IBB
+126.8%
+69.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +8.6% | +4.6% | +4.0% | +6.8% |
| 3M | +2.4% | +6.8% | -4.4% | -0.3% |
| 6M | +6.5% | +23.1% | -16.6% | -1.3% |
| YTD | +9.0% | +26.0% | -17.0% | -0.2% |
| 1Y | +4.6% | +30.4% | -25.8% | -5.5% |
| 3Y | +33.5% | +85.4% | -51.9% | +4.1% |
| 5Y | +41.4% | +39.7% | +1.7% | +21.8% |
| All | +196.7% | +126.8% | +69.9% | +114.1% |
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 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