+44.4%
IBB vs BNS
+48.3%
-3.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -5.2% | -2.2% | -3.0% | -4.8% |
| 30D | +1.5% | +4.5% | -3.0% | +0.3% |
| 3M | +22.1% | +14.9% | +7.3% | +17.0% |
| 6M | +17.7% | +32.5% | -14.7% | +6.6% |
| YTD | +20.2% | +28.6% | -8.4% | +9.7% |
| 1Y | +44.4% | +48.4% | -3.9% | +27.2% |
| All | +44.4% | +48.3% | -3.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling