+410.9%
EXC vs IBB
+580.2%
-169.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +8.3% | +6.8% | +1.5% | +6.0% |
| 3M | +2.6% | +9.2% | -6.6% | -0.5% |
| 6M | +5.2% | +28.3% | -23.2% | -3.1% |
| YTD | +7.5% | +29.4% | -21.8% | -1.5% |
| 1Y | +3.2% | +33.2% | -30.0% | -6.4% |
| 3Y | +29.5% | +90.2% | -60.6% | +3.8% |
| 5Y | +39.7% | +44.0% | -4.3% | +20.6% |
| 10Y | +200.1% | +133.1% | +67.0% | +118.9% |
| All | +410.9% | +580.2% | -169.3% | +96.4% |
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