+251.0%
GM vs IBB
+667.0%
-416.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.8% | -1.4% | -2.5% | -3.1% |
| 30D | +7.9% | +6.8% | +1.1% | +3.8% |
| 3M | -0.3% | +9.2% | -9.5% | -5.9% |
| 6M | +18.6% | +28.3% | -9.8% | +1.9% |
| YTD | +10.0% | +29.4% | -19.3% | -6.0% |
| 1Y | +25.9% | +33.2% | -7.3% | +5.7% |
| 3Y | +241.2% | +90.2% | +151.0% | +131.6% |
| 5Y | +50.0% | +44.0% | +6.0% | +18.1% |
| 10Y | +215.1% | +133.1% | +82.0% | +88.2% |
| All | +251.0% | +667.0% | -416.0% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling