+61.3%
EXE vs IBB
+37.5%
+23.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -6.6% | -1.8% | -4.7% | -6.2% |
| 30D | -4.0% | +5.1% | -9.1% | -5.5% |
| 3M | -7.5% | +10.7% | -18.2% | -10.6% |
| 6M | -11.7% | +22.9% | -34.6% | -17.5% |
| YTD | -22.0% | +26.7% | -48.7% | -28.2% |
| 1Y | -21.8% | +35.1% | -56.9% | -29.7% |
| 3Y | +8.0% | +80.2% | -72.2% | -13.9% |
| All | +61.3% | +37.5% | +23.8% | +48.0% |
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