-17.2%
F vs IBB
+39.3%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.8% |
| 30D | 0.0% | +4.6% | -4.5% | -3.2% |
| 3M | -13.2% | +6.8% | -20.0% | -17.7% |
| 6M | -10.2% | +23.1% | -33.3% | -23.4% |
| YTD | -4.9% | +26.0% | -31.0% | -20.5% |
| 1Y | -6.1% | +30.4% | -36.5% | -23.4% |
| 3Y | +46.0% | +85.4% | -39.5% | -11.5% |
| All | -17.2% | +39.3% | -56.6% | -49.4% |
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 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