+30.4%
GDDY vs IBB
+18.1%
+12.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | -3.2% | -4.2% | +1.0% | -1.0% |
| 30D | +6.8% | +1.1% | +5.7% | +5.9% |
| 3M | +30.5% | +19.0% | +11.4% | +19.0% |
| 6M | +13.3% | +18.9% | -5.5% | +2.8% |
| YTD | -21.0% | +20.3% | -41.3% | -29.1% |
| 1Y | -34.0% | +41.5% | -75.5% | -46.3% |
| 3Y | +33.1% | +60.3% | -27.2% | -2.9% |
| All | +30.4% | +18.1% | +12.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling