-22.8%
GIS vs IBB
+20.0%
-42.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -8.3% | -1.7% | -6.6% | -8.1% |
| 30D | +2.2% | +4.9% | -2.7% | +1.5% |
| 3M | +15.7% | +24.2% | -8.5% | +12.5% |
| 6M | -12.0% | +23.8% | -35.8% | -14.5% |
| YTD | -15.0% | +23.0% | -37.9% | -17.4% |
| 1Y | -20.1% | +46.2% | -66.3% | -24.5% |
| 3Y | -34.6% | +64.8% | -99.4% | -39.4% |
| 5Y | -22.8% | +20.9% | -43.8% | -29.5% |
| All | -22.8% | +20.0% | -42.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling