+106.6%
EXE vs IBB
+22.5%
+84.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +8.5% | +10.5% | -2.0% | +5.1% |
| 3M | +5.5% | +23.6% | -18.2% | -1.5% |
| 6M | -5.9% | +22.6% | -28.5% | -12.1% |
| YTD | -9.7% | +25.7% | -35.4% | -16.6% |
| 1Y | +3.6% | +51.4% | -47.8% | -10.4% |
| 3Y | +18.0% | +64.4% | -46.3% | -2.2% |
| All | +106.6% | +22.5% | +84.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling