+226.1%
HPQ vs IBB
+122.2%
+103.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.5% |
| 7D | +2.2% | -3.9% | +6.1% | +4.7% |
| 30D | +9.7% | +2.7% | +7.0% | +7.6% |
| 3M | +32.7% | +21.4% | +11.4% | +16.9% |
| 6M | +77.7% | +20.1% | +57.6% | +56.6% |
| YTD | +51.0% | +21.9% | +29.1% | +31.2% |
| 1Y | +18.4% | +44.1% | -25.7% | -8.0% |
| 3Y | +25.6% | +63.4% | -37.8% | -11.0% |
| 5Y | +38.6% | +19.8% | +18.9% | +17.8% |
| 10Y | +226.1% | +127.0% | +99.1% | +90.2% |
| All | +226.1% | +122.2% | +103.9% | +90.2% |
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 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