+123.1%
IBB vs BG
+111.0%
+12.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | +4.6% | -6.7% | +11.2% | +5.8% |
| 3M | +6.8% | -9.3% | +16.1% | +8.4% |
| 6M | +23.1% | -18.3% | +41.4% | +27.1% |
| YTD | +26.0% | +16.2% | +9.8% | +20.3% |
| 1Y | +30.4% | +7.6% | +22.8% | +26.5% |
| 3Y | +85.4% | +6.6% | +78.9% | +77.5% |
| 5Y | +39.7% | +22.2% | +17.5% | +26.8% |
| All | +123.1% | +111.0% | +12.1% | +65.8% |
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