+411.0%
EXC vs IBB
+566.2%
-155.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -1.2% | -1.8% | +0.7% | -0.7% |
| 30D | +10.0% | +5.1% | +4.9% | +8.1% |
| 3M | +1.6% | +10.7% | -9.1% | -1.9% |
| 6M | +3.3% | +22.9% | -19.6% | -3.6% |
| YTD | +7.6% | +26.7% | -19.1% | -0.9% |
| 1Y | +3.5% | +35.1% | -31.6% | -6.6% |
| 3Y | +27.7% | +80.2% | -52.5% | +4.0% |
| 5Y | +41.1% | +37.8% | +3.3% | +23.5% |
| 10Y | +178.2% | +161.2% | +17.0% | +95.8% |
| All | +411.0% | +566.2% | -155.2% | +97.7% |
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