+153.9%
FLEX vs IBB
+554.8%
-400.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.0% | -8.6% | -9.1% |
| 7D | -28.3% | -3.6% | -24.7% | -25.8% |
| 30D | -45.0% | +3.4% | -48.4% | -46.4% |
| 3M | -45.2% | +9.5% | -54.7% | -50.1% |
| 6M | -30.8% | +23.3% | -54.1% | -43.4% |
| YTD | +10.4% | +24.5% | -14.1% | -10.8% |
| 1Y | +2.3% | +32.9% | -30.7% | -22.3% |
| 3Y | +238.9% | +76.6% | +162.3% | +96.1% |
| 5Y | +386.0% | +35.5% | +350.5% | +252.3% |
| 10Y | +551.1% | +156.7% | +394.4% | +148.5% |
| All | +153.9% | +554.8% | -400.9% | -74.2% |
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