+622.2%
GOOGL vs IBB
+139.6%
+482.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.5% |
| 7D | +3.3% | +2.7% | +0.6% | +1.5% |
| 30D | -18.1% | +6.3% | -24.4% | -21.4% |
| 3M | -18.6% | +11.1% | -29.7% | -24.4% |
| 6M | -28.0% | +29.2% | -57.2% | -39.7% |
| YTD | -7.8% | +30.2% | -38.0% | -23.4% |
| 1Y | +3.6% | +39.5% | -35.9% | -17.7% |
| 3Y | +123.4% | +92.3% | +31.0% | +39.3% |
| 5Y | +95.3% | +43.0% | +52.4% | +48.2% |
| 10Y | +622.2% | +137.1% | +485.1% | +295.6% |
| All | +622.2% | +139.6% | +482.6% | +295.6% |
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