+47.3%
GM vs IBB
+44.3%
+3.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -1.1% | -3.9% | +2.8% | +0.5% |
| 30D | -4.6% | +2.7% | -7.3% | -6.0% |
| 3M | +0.2% | +21.4% | -21.1% | -10.0% |
| 6M | +12.6% | +20.1% | -7.5% | +1.5% |
| YTD | +3.7% | +21.9% | -18.2% | -6.6% |
| All | +47.3% | +44.3% | +3.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling