+692.8%
GOOGL vs IBB
+126.8%
+566.1%
-44.3%
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 | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -14.9% | +4.6% | -19.5% | -17.5% |
| 3M | -14.6% | +6.8% | -21.4% | -18.7% |
| 6M | -26.4% | +23.1% | -49.6% | -36.6% |
| YTD | -5.3% | +26.0% | -31.3% | -19.8% |
| 1Y | +6.5% | +30.4% | -23.9% | -11.9% |
| 3Y | +126.0% | +85.4% | +40.6% | +43.9% |
| 5Y | +100.8% | +39.7% | +61.1% | +54.2% |
| All | +692.8% | +126.8% | +566.1% | +346.6% |
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