+652.0%
IBB vs BG
+1,185.2%
-533.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -3.1% |
| 7D | -1.7% | +2.4% | -4.0% | -2.2% |
| 30D | +4.9% | +15.0% | -10.2% | +1.6% |
| 3M | +24.2% | -0.7% | +24.9% | +23.8% |
| 6M | +23.8% | +7.5% | +16.3% | +20.9% |
| YTD | +23.0% | +41.6% | -18.6% | +12.7% |
| 1Y | +46.2% | +50.7% | -4.5% | +31.7% |
| 3Y | +64.8% | +20.3% | +44.5% | +54.1% |
| 5Y | +20.9% | +85.2% | -64.3% | +0.3% |
| 10Y | +121.6% | +160.6% | -39.1% | +61.1% |
| All | +652.0% | +1,185.2% | -533.2% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling