+43.4%
IBB vs COO
-38.7%
+82.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.4% | -2.3% | +1.0% | -0.5% |
| 30D | +6.8% | +13.3% | -6.5% | +2.0% |
| 3M | +9.2% | -18.1% | +27.3% | +16.7% |
| 6M | +28.3% | +6.7% | +21.6% | +23.2% |
| YTD | +29.4% | -23.2% | +52.6% | +41.0% |
| 1Y | +33.2% | -12.3% | +45.4% | +37.4% |
| 3Y | +90.2% | -23.6% | +113.7% | +99.3% |
| All | +43.4% | -38.7% | +82.2% | +63.0% |
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