+132.4%
HOOD vs IBB
+29.2%
+103.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +0.7% |
| 7D | -4.8% | -1.8% | -3.0% | -1.9% |
| 30D | -26.1% | +5.1% | -31.2% | -31.3% |
| 3M | -10.8% | +10.7% | -21.5% | -23.5% |
| 6M | +2.4% | +22.9% | -20.5% | -25.3% |
| YTD | -28.5% | +26.7% | -55.2% | -49.8% |
| 1Y | -36.3% | +35.1% | -71.4% | -59.5% |
| 3Y | +743.7% | +80.2% | +663.5% | +244.3% |
| 5Y | +118.6% | +37.8% | +80.8% | +49.6% |
| All | +132.4% | +29.2% | +103.2% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling