+746.5%
IBB vs BTG
+378.0%
+368.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -1.7% | +4.8% | -6.5% | -1.9% |
| 30D | +4.9% | +8.3% | -3.5% | +4.4% |
| 3M | +24.2% | +32.3% | -8.1% | +22.1% |
| 6M | +23.8% | +3.0% | +20.9% | +23.1% |
| YTD | +23.0% | +21.9% | +1.0% | +20.9% |
| 1Y | +46.2% | +28.2% | +18.0% | +43.0% |
| 3Y | +64.8% | +99.9% | -35.1% | +56.4% |
| 5Y | +20.9% | +73.6% | -52.6% | +14.9% |
| 10Y | +121.6% | +136.5% | -15.0% | +104.7% |
| All | +746.5% | +378.0% | +368.5% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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