+21.6%
EXE vs IBB
+68.6%
-47.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +8.5% | +10.5% | -2.0% | +6.0% |
| 3M | +5.5% | +23.6% | -18.2% | +0.4% |
| 6M | -5.9% | +22.6% | -28.5% | -10.4% |
| YTD | -9.7% | +25.7% | -35.4% | -14.8% |
| 1Y | +3.6% | +51.4% | -47.8% | -7.6% |
| All | +21.6% | +68.6% | -47.0% | +5.1% |
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 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