-16.8%
GIS vs IBB
+122.2%
-139.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.6% | -3.9% | -4.7% | -8.0% |
| 30D | -0.5% | +2.7% | -3.2% | -0.9% |
| 3M | +11.9% | +21.4% | -9.5% | +8.3% |
| 6M | -11.6% | +20.1% | -31.7% | -14.4% |
| YTD | -16.3% | +21.9% | -38.2% | -19.3% |
| 1Y | -21.8% | +44.1% | -65.9% | -26.8% |
| 3Y | -35.7% | +63.4% | -99.0% | -41.4% |
| 5Y | -22.9% | +19.8% | -42.6% | -26.3% |
| 10Y | -16.8% | +127.0% | -143.8% | -29.0% |
| All | -16.8% | +122.2% | -139.0% | -29.0% |
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 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