+10.9%
F vs IBB
+554.8%
-543.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | +1.8% |
| 7D | +1.4% | -3.6% | +5.0% | +3.4% |
| 30D | +2.0% | +3.4% | -1.4% | -0.2% |
| 3M | -10.4% | +9.5% | -19.9% | -15.4% |
| 6M | +9.7% | +23.3% | -13.6% | -3.7% |
| YTD | -1.2% | +24.5% | -25.7% | -14.0% |
| 1Y | 0.0% | +32.9% | -32.9% | -16.2% |
| 3Y | +41.1% | +76.6% | -35.5% | -0.7% |
| 5Y | -11.4% | +35.5% | -46.9% | -27.5% |
| 10Y | +85.0% | +156.7% | -71.8% | +0.4% |
| All | +10.9% | +554.8% | -543.9% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling