+53.5%
F vs IBB
+86.3%
-32.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.8% |
| 7D | -0.6% | +2.7% | -3.3% | -2.1% |
| 30D | +2.9% | +6.3% | -3.5% | -0.7% |
| 3M | -9.5% | +11.1% | -20.5% | -14.9% |
| 6M | +4.0% | +29.2% | -25.2% | -10.9% |
| YTD | -1.3% | +30.2% | -31.5% | -16.0% |
| 1Y | -1.9% | +39.5% | -41.4% | -20.0% |
| 3Y | +53.5% | +92.3% | -38.9% | -7.9% |
| All | +53.5% | +86.3% | -32.9% | -7.9% |
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