+166.2%
GRMN vs IBB
+86.3%
+79.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.8% |
| 7D | +6.4% | +2.7% | +3.7% | +4.9% |
| 30D | +8.7% | +6.3% | +2.4% | +5.1% |
| 3M | -5.8% | +11.1% | -16.8% | -11.5% |
| 6M | +22.5% | +29.2% | -6.7% | +4.9% |
| YTD | +45.6% | +30.2% | +15.4% | +23.8% |
| 1Y | +47.5% | +39.5% | +8.0% | +19.9% |
| 3Y | +166.2% | +92.3% | +73.9% | +77.7% |
| All | +166.2% | +86.3% | +79.9% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling