+37.2%
GOOG vs IBB
+44.4%
-7.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -1.6% | -3.9% | +2.3% | -0.2% |
| 30D | -7.7% | +2.7% | -10.4% | -8.8% |
| 3M | -9.3% | +21.4% | -30.7% | -17.9% |
| 6M | +7.4% | +20.1% | -12.6% | -2.6% |
| YTD | +4.9% | +21.9% | -17.0% | -5.9% |
| 1Y | +37.2% | +44.1% | -6.9% | +17.4% |
| All | +37.2% | +44.4% | -7.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling