+117.3%
IBB vs BG
+171.4%
-54.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -5.2% | +3.7% | -8.9% | -5.9% |
| 30D | +1.5% | +12.3% | -10.9% | -0.9% |
| 3M | +22.1% | -2.2% | +24.4% | +22.2% |
| 6M | +17.7% | +5.3% | +12.4% | +15.7% |
| YTD | +20.2% | +42.4% | -22.2% | +10.8% |
| 1Y | +44.4% | +55.2% | -10.8% | +30.4% |
| 3Y | +61.1% | +21.0% | +40.1% | +51.3% |
| 5Y | +18.5% | +87.1% | -68.6% | -1.4% |
| All | +117.3% | +171.4% | -54.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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