+133.6%
GOOG vs IBB
+21.1%
+112.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | +1.1% | -1.7% | +2.7% | +2.0% |
| 30D | -5.1% | +4.9% | -9.9% | -8.0% |
| 3M | -7.1% | +24.2% | -31.3% | -19.1% |
| 6M | +12.7% | +23.8% | -11.2% | -1.8% |
| YTD | +7.1% | +23.0% | -15.9% | -6.5% |
| 1Y | +43.6% | +46.2% | -2.6% | +12.5% |
| 3Y | +146.8% | +64.8% | +81.9% | +74.1% |
| All | +133.6% | +21.1% | +112.6% | +80.8% |
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