-56.1%
GNRC vs IBB
+39.3%
-95.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +7.9% | -0.5% | +8.4% | +8.7% |
| 30D | -3.7% | +4.6% | -8.2% | -8.0% |
| 3M | -11.9% | +6.8% | -18.8% | -18.7% |
| 6M | -28.6% | +23.1% | -51.7% | -44.1% |
| YTD | +39.9% | +26.0% | +13.9% | +5.3% |
| 1Y | +23.4% | +30.4% | -7.0% | -10.8% |
| 3Y | +84.2% | +85.4% | -1.2% | -18.0% |
| All | -56.1% | +39.3% | -95.4% | -72.1% |
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