+19.8%
IBB vs BG
+84.9%
-65.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +2.7% | +10.3% | -7.6% | +1.3% |
| 3M | +21.4% | -1.9% | +23.2% | +21.5% |
| 6M | +20.1% | +5.2% | +14.8% | +18.6% |
| YTD | +21.9% | +41.2% | -19.3% | +14.8% |
| 1Y | +44.1% | +50.5% | -6.4% | +34.1% |
| 3Y | +63.4% | +19.9% | +43.5% | +55.5% |
| 5Y | +19.8% | +86.7% | -66.9% | +3.0% |
| All | +19.8% | +84.9% | -65.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling