+767.4%
GOOG vs IBB
+125.2%
+642.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.5% |
| 7D | -2.5% | -5.2% | +2.7% | +0.7% |
| 30D | -3.6% | +1.5% | -5.1% | -4.8% |
| 3M | -6.4% | +22.1% | -28.6% | -18.2% |
| 6M | +7.8% | +17.7% | -10.0% | -3.6% |
| YTD | +5.5% | +20.2% | -14.7% | -7.1% |
| 1Y | +38.3% | +44.4% | -6.2% | +8.3% |
| 3Y | +143.1% | +61.1% | +82.0% | +73.4% |
| 5Y | +135.0% | +18.5% | +116.5% | +102.1% |
| All | +767.4% | +125.2% | +642.2% | +424.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling