+151.7%
IBB vs COO
+41.2%
+110.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | -1.8% | +4.7% | -6.5% | -3.7% |
| 30D | +5.1% | +13.9% | -8.8% | -0.5% |
| 3M | +10.7% | -14.9% | +25.7% | +17.1% |
| 6M | +22.9% | +2.0% | +20.9% | +19.7% |
| YTD | +26.7% | -23.9% | +50.6% | +39.4% |
| 1Y | +35.1% | -9.6% | +44.7% | +37.8% |
| 3Y | +80.2% | -25.4% | +105.6% | +92.5% |
| 5Y | +37.8% | -41.2% | +79.0% | +60.8% |
| All | +151.7% | +41.2% | +110.5% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling