-16.4%
GIS vs IBB
+130.8%
-147.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +9.2% | +5.2% | +4.0% | +8.2% |
| 3M | -5.4% | +8.6% | -14.0% | -6.9% |
| 6M | +3.4% | +27.8% | -24.4% | -1.1% |
| YTD | -20.5% | +28.8% | -49.3% | -24.2% |
| 1Y | -20.0% | +36.4% | -56.4% | -24.6% |
| 3Y | -38.6% | +89.3% | -127.9% | -45.7% |
| 5Y | -33.1% | +43.3% | -76.4% | -38.3% |
| 10Y | -16.4% | +130.6% | -147.1% | -30.3% |
| All | -16.4% | +130.8% | -147.2% | -30.3% |
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 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