+643.2%
GEV vs IBB
+52.6%
+590.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.4% |
| 7D | +8.1% | -1.7% | +9.8% | +9.1% |
| 30D | -1.9% | +4.9% | -6.8% | -5.3% |
| 3M | +4.1% | +24.2% | -20.2% | -10.7% |
| 6M | +23.2% | +23.8% | -0.6% | +5.9% |
| YTD | +48.9% | +23.0% | +25.9% | +28.4% |
| 1Y | +62.2% | +46.2% | +16.0% | +24.4% |
| All | +643.2% | +52.6% | +590.5% | +462.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling