+644.1%
GRMN vs IBB
+122.2%
+521.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.4% | -3.9% | +2.5% | +0.8% |
| 30D | -13.1% | +2.7% | -15.8% | -14.7% |
| 3M | +14.9% | +21.4% | -6.4% | +2.4% |
| 6M | +13.1% | +20.1% | -7.0% | +1.2% |
| YTD | +35.3% | +21.9% | +13.4% | +19.9% |
| 1Y | +16.0% | +44.1% | -28.1% | -6.7% |
| 3Y | +179.6% | +63.4% | +116.2% | +107.4% |
| 5Y | +75.0% | +19.8% | +55.3% | +51.2% |
| 10Y | +644.1% | +127.0% | +517.1% | +368.1% |
| All | +644.1% | +122.2% | +521.9% | +368.1% |
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