+1,195.7%
IBB vs BNS
+1,485.2%
-289.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.5% | +0.9% | -1.5% | -0.9% |
| 30D | +4.6% | +2.8% | +1.8% | +3.4% |
| 3M | +6.8% | +3.0% | +3.8% | +5.3% |
| 6M | +23.1% | +23.3% | -0.2% | +12.2% |
| YTD | +26.0% | +29.3% | -3.3% | +12.4% |
| 1Y | +30.4% | +41.7% | -11.3% | +11.8% |
| 3Y | +85.4% | +147.7% | -62.3% | +25.1% |
| 5Y | +39.7% | +79.4% | -39.6% | +6.8% |
| 10Y | +127.1% | +188.5% | -61.4% | +37.9% |
| All | +1,195.7% | +1,485.2% | -289.6% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling