+160.3%
GE vs IBB
+132.8%
+27.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +4.0% | -1.4% | +5.4% | +4.9% |
| 30D | +11.1% | +6.8% | +4.3% | +6.9% |
| 3M | -6.7% | +9.2% | -16.0% | -12.0% |
| 6M | +14.3% | +28.3% | -14.1% | -1.9% |
| YTD | +11.7% | +29.4% | -17.6% | -4.5% |
| 1Y | +10.9% | +33.2% | -22.3% | -6.9% |
| 3Y | +279.0% | +90.2% | +188.8% | +154.9% |
| 5Y | +427.0% | +44.0% | +383.0% | +309.9% |
| All | +160.3% | +132.8% | +27.5% | +49.7% |
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