+137.8%
GOOGL vs IBB
+22.6%
+115.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.3% | +1.4% | -3.7% | -3.1% |
| 30D | -6.6% | +10.5% | -17.0% | -12.1% |
| 3M | -8.9% | +23.6% | -32.6% | -20.4% |
| 6M | +11.9% | +22.6% | -10.8% | -1.8% |
| YTD | +8.3% | +25.7% | -17.3% | -6.6% |
| 1Y | +46.2% | +51.4% | -5.2% | +12.3% |
| 3Y | +151.9% | +64.4% | +87.5% | +78.7% |
| All | +137.8% | +22.6% | +115.1% | +79.9% |
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