+142.9%
HOOD vs IBB
+31.9%
+111.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.4% |
| 7D | -3.2% | -1.4% | -1.9% | -1.0% |
| 30D | -22.6% | +6.8% | -29.4% | -29.6% |
| 3M | -10.4% | +9.2% | -19.6% | -21.5% |
| 6M | +4.7% | +28.3% | -23.6% | -28.3% |
| YTD | -25.2% | +29.4% | -54.6% | -49.0% |
| 1Y | -35.9% | +33.2% | -69.1% | -58.1% |
| 3Y | +927.7% | +90.2% | +837.5% | +284.0% |
| 5Y | +147.5% | +44.0% | +103.5% | +58.2% |
| All | +142.9% | +31.9% | +111.0% | +75.8% |
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