+69.0%
F vs IBB
+133.2%
-64.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -2.1% | -1.4% | -0.8% | -1.5% |
| 30D | +3.3% | +6.8% | -3.5% | -0.9% |
| 3M | -11.3% | +9.2% | -20.5% | -16.3% |
| 6M | +5.3% | +28.3% | -23.0% | -10.1% |
| YTD | -2.2% | +29.4% | -31.6% | -17.2% |
| 1Y | -3.5% | +33.2% | -36.7% | -19.7% |
| 3Y | +49.5% | +90.2% | -40.7% | -0.9% |
| 5Y | -13.5% | +44.0% | -57.5% | -33.7% |
| 10Y | +69.0% | +133.1% | -64.1% | -5.0% |
| All | +69.0% | +133.2% | -64.2% | -5.0% |
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 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