+1,164.1%
IBB vs BNS
+1,476.3%
-312.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.4% |
| 30D | +4.9% | +4.5% | +0.4% | +2.8% |
| 3M | +24.2% | +15.8% | +8.4% | +16.4% |
| 6M | +23.8% | +31.5% | -7.6% | +9.9% |
| YTD | +23.0% | +28.6% | -5.7% | +9.9% |
| 1Y | +46.2% | +48.2% | -2.0% | +23.0% |
| 3Y | +64.8% | +130.8% | -66.0% | +14.4% |
| 5Y | +20.9% | +94.9% | -74.0% | -10.7% |
| 10Y | +121.6% | +179.6% | -58.0% | +36.3% |
| All | +1,164.1% | +1,476.3% | -312.2% | +195.0% |
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