+22.4%
IBB vs COO
-38.8%
+61.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +1.4% | -2.2% | +3.6% | +2.3% |
| 30D | +10.5% | -7.0% | +17.5% | +13.4% |
| 3M | +23.6% | +12.2% | +11.4% | +17.6% |
| 6M | +22.6% | -15.1% | +37.7% | +29.9% |
| YTD | +25.7% | -15.1% | +40.8% | +32.9% |
| 1Y | +51.4% | +2.3% | +49.0% | +48.1% |
| 3Y | +64.4% | -23.7% | +88.0% | +75.5% |
| All | +22.4% | -38.8% | +61.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling