+171.4%
GE vs IBB
+560.8%
-389.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -11.6% | +10.5% | -22.1% | -16.8% |
| 3M | +3.0% | +23.6% | -20.6% | -9.0% |
| 6M | -0.5% | +22.6% | -23.1% | -11.6% |
| YTD | +9.7% | +25.7% | -15.9% | -4.0% |
| 1Y | +20.0% | +51.4% | -31.3% | -5.5% |
| 3Y | +275.8% | +64.4% | +211.5% | +179.1% |
| 5Y | +429.1% | +22.1% | +406.9% | +356.8% |
| 10Y | +151.2% | +132.5% | +18.7% | +45.9% |
| All | +171.4% | +560.8% | -389.4% | -30.5% |
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