+25.0%
FLEX vs IBB
+42.2%
-17.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -15.0% | -13.9% |
| 7D | -17.0% | +2.2% | -19.2% | -18.2% |
| 30D | -33.8% | +6.3% | -40.2% | -36.3% |
| 3M | -39.0% | +16.3% | -55.3% | -45.7% |
| 6M | -15.9% | +30.0% | -45.9% | -32.5% |
| YTD | +27.8% | +31.1% | -3.3% | +0.5% |
| 1Y | +25.0% | +42.0% | -17.0% | -11.4% |
| All | +25.0% | +42.2% | -17.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling