+179.3%
EXE vs IBB
+21.6%
+157.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -1.8% | -1.7% | -0.1% | -1.3% |
| 30D | +6.4% | +4.9% | +1.5% | +4.8% |
| 3M | +9.2% | +24.2% | -15.0% | +2.1% |
| 6M | -7.0% | +23.8% | -30.8% | -13.4% |
| YTD | -9.5% | +23.0% | -32.4% | -15.6% |
| 1Y | +6.2% | +46.2% | -39.9% | -6.7% |
| 3Y | +20.7% | +64.8% | -44.1% | +0.5% |
| 5Y | +103.6% | +20.9% | +82.7% | +81.8% |
| All | +179.3% | +21.6% | +157.7% | +142.2% |
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