+29.4%
F vs IBB
+560.8%
-531.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +2.0% |
| 7D | +5.3% | +1.4% | +3.9% | +4.5% |
| 30D | +4.6% | +10.5% | -5.9% | -1.4% |
| 3M | -3.7% | +23.6% | -27.3% | -15.2% |
| 6M | +16.8% | +22.6% | -5.8% | +3.3% |
| YTD | +15.3% | +25.7% | -10.4% | +0.3% |
| 1Y | +31.0% | +51.4% | -20.4% | +2.2% |
| 3Y | +45.4% | +64.4% | -18.9% | +7.3% |
| 5Y | +54.7% | +22.1% | +32.5% | +34.6% |
| 10Y | +98.2% | +132.5% | -34.2% | +14.1% |
| All | +29.4% | +560.8% | -531.4% | -70.5% |
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 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