+388.9%
EXC vs IBB
+560.8%
-172.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | -3.7% | +10.5% | -14.2% | -6.7% |
| 3M | -1.3% | +23.6% | -24.9% | -7.7% |
| 6M | -9.7% | +22.6% | -32.3% | -15.6% |
| YTD | +2.9% | +25.7% | -22.8% | -4.7% |
| 1Y | +4.4% | +51.4% | -47.0% | -8.9% |
| 3Y | +22.2% | +64.4% | -42.2% | +2.7% |
| 5Y | +46.7% | +22.1% | +24.6% | +33.6% |
| 10Y | +155.3% | +132.5% | +22.9% | +86.3% |
| All | +388.9% | +560.8% | -172.0% | +90.1% |
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