+702.3%
GOOG vs IBB
+126.8%
+575.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | +3.0% | -0.5% | +3.6% | +3.3% |
| 30D | -14.9% | +4.6% | -19.4% | -17.4% |
| 3M | -14.9% | +6.8% | -21.7% | -19.0% |
| 6M | -26.6% | +23.1% | -49.7% | -36.6% |
| YTD | -6.6% | +26.0% | -32.6% | -20.8% |
| 1Y | +5.1% | +30.4% | -25.3% | -12.9% |
| 3Y | +121.0% | +85.4% | +35.5% | +41.1% |
| 5Y | +97.3% | +39.7% | +57.6% | +51.8% |
| All | +702.3% | +126.8% | +575.6% | +351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling