+368.0%
GDDY vs IBB
+81.2%
+286.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -8.1% | -3.9% | -4.2% | -5.9% |
| 30D | +2.3% | +2.7% | -0.4% | +0.4% |
| 3M | +14.7% | +21.4% | -6.6% | +1.9% |
| 6M | +2.1% | +20.1% | -18.0% | -9.3% |
| YTD | -24.6% | +21.9% | -46.4% | -33.9% |
| 1Y | -37.1% | +44.1% | -81.3% | -50.5% |
| 3Y | +25.5% | +63.4% | -37.9% | -10.9% |
| 5Y | +24.2% | +19.8% | +4.5% | +6.3% |
| 10Y | +191.6% | +127.0% | +64.6% | +72.3% |
| All | +368.0% | +81.2% | +286.8% | +218.3% |
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