+19.8%
IBB vs BNS
+93.4%
-73.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -3.9% | -1.3% | -2.6% | -3.3% |
| 30D | +2.7% | +4.0% | -1.3% | +0.7% |
| 3M | +21.4% | +13.8% | +7.6% | +13.9% |
| 6M | +20.1% | +32.7% | -12.6% | +4.6% |
| YTD | +21.9% | +27.6% | -5.7% | +7.9% |
| 1Y | +44.1% | +47.4% | -3.3% | +18.9% |
| 3Y | +63.4% | +129.0% | -65.6% | +7.9% |
| 5Y | +19.8% | +92.7% | -72.9% | -12.5% |
| All | +19.8% | +93.4% | -73.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling