+61.1%
GNRC vs IBB
+63.1%
-2.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.3% |
| 7D | +3.2% | -3.9% | +7.1% | +6.2% |
| 30D | -9.5% | +2.7% | -12.2% | -11.7% |
| 3M | -28.5% | +21.4% | -49.9% | -39.2% |
| 6M | -10.0% | +20.1% | -30.0% | -23.2% |
| YTD | +36.7% | +21.9% | +14.9% | +14.8% |
| 1Y | +2.6% | +44.1% | -41.6% | -25.5% |
| All | +61.1% | +63.1% | -2.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling