+917.8%
HOOD vs IBB
+91.0%
+826.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.5% |
| 7D | -3.2% | -1.4% | -1.9% | -1.2% |
| 30D | -22.6% | +6.8% | -29.4% | -28.5% |
| 3M | -10.4% | +9.2% | -19.6% | -19.7% |
| 6M | +4.7% | +28.3% | -23.6% | -24.1% |
| YTD | -25.2% | +29.4% | -54.6% | -45.9% |
| 1Y | -35.9% | +33.2% | -69.1% | -55.2% |
| All | +917.8% | +91.0% | +826.8% | +403.6% |
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