+46.0%
F vs IBB
+64.8%
-18.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +2.0% |
| 7D | +5.3% | +1.4% | +3.9% | +4.4% |
| 30D | +4.6% | +10.5% | -5.9% | -1.5% |
| 3M | -3.7% | +23.6% | -27.3% | -15.9% |
| 6M | +16.8% | +22.6% | -5.8% | +2.6% |
| YTD | +15.3% | +25.7% | -10.4% | -0.6% |
| 1Y | +31.0% | +51.4% | -20.4% | +0.1% |
| All | +46.0% | +64.8% | -18.8% | -3.5% |
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