+23.7%
EXC vs IBB
+64.8%
-41.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -3.7% | +10.5% | -14.2% | -4.9% |
| 3M | -1.3% | +23.6% | -24.9% | -3.8% |
| 6M | -9.7% | +22.6% | -32.3% | -11.9% |
| YTD | +2.9% | +25.7% | -22.8% | -0.1% |
| 1Y | +4.4% | +51.4% | -47.0% | -1.9% |
| All | +23.7% | +64.8% | -41.1% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling