+750.9%
GOOGL vs IBB
+122.6%
+628.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +1.3% |
| 7D | +1.1% | -1.7% | +2.7% | +2.1% |
| 30D | -4.4% | +4.9% | -9.3% | -7.6% |
| 3M | -6.8% | +24.2% | -31.0% | -19.4% |
| 6M | +13.6% | +23.8% | -10.3% | -1.6% |
| YTD | +8.3% | +23.0% | -14.6% | -6.0% |
| 1Y | +44.9% | +46.2% | -1.2% | +12.6% |
| 3Y | +150.5% | +64.8% | +85.6% | +75.9% |
| 5Y | +137.7% | +20.9% | +116.8% | +101.9% |
| 10Y | +750.9% | +121.6% | +629.4% | +409.5% |
| All | +750.9% | +122.6% | +628.3% | +409.5% |
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