+614.8%
FLEX vs IBB
+126.8%
+488.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +7.5% | -0.5% | +8.0% | +8.1% |
| 30D | -25.3% | +4.6% | -29.8% | -27.4% |
| 3M | -39.7% | +6.8% | -46.5% | -43.0% |
| 6M | -47.9% | +23.1% | -71.0% | -56.4% |
| YTD | +24.1% | +26.0% | -1.9% | +2.0% |
| 1Y | +26.0% | +30.4% | -4.4% | +0.6% |
| 3Y | +282.7% | +85.4% | +197.3% | +127.1% |
| 5Y | +424.2% | +39.7% | +384.5% | +287.7% |
| All | +614.8% | +126.8% | +488.0% | +273.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling