+139.3%
HOOD vs IBB
+32.8%
+106.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | -1.0% |
| 7D | -0.6% | +2.7% | -3.3% | -4.0% |
| 30D | -23.6% | +6.3% | -29.9% | -30.1% |
| 3M | -10.7% | +11.1% | -21.7% | -23.7% |
| 6M | +8.2% | +29.2% | -21.1% | -26.7% |
| YTD | -26.3% | +30.2% | -56.6% | -50.3% |
| 1Y | -36.1% | +39.5% | -75.6% | -61.1% |
| 3Y | +950.7% | +92.3% | +858.4% | +285.8% |
| 5Y | +127.0% | +43.0% | +84.1% | +47.1% |
| All | +139.3% | +32.8% | +106.5% | +71.5% |
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