-3.5%
F vs IBB
+36.9%
-40.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -0.2% | +0.8% | -1.0% | -0.7% |
| 30D | +0.9% | +5.2% | -4.3% | -1.5% |
| 3M | -11.3% | +8.6% | -19.9% | -14.8% |
| 6M | +2.0% | +27.8% | -25.8% | -11.2% |
| YTD | -3.2% | +28.8% | -32.0% | -16.7% |
| 1Y | -3.5% | +36.4% | -39.9% | -20.4% |
| All | -3.5% | +36.9% | -40.3% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling