+541.7%
IBB vs COO
+1,379.3%
-837.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | +10.5% | -7.0% | +17.5% | +13.1% |
| 3M | +23.6% | +12.2% | +11.4% | +18.4% |
| 6M | +22.6% | -15.1% | +37.7% | +28.8% |
| YTD | +25.7% | -15.1% | +40.8% | +31.8% |
| 1Y | +51.4% | +2.3% | +49.0% | +48.7% |
| 3Y | +64.4% | -23.7% | +88.0% | +74.1% |
| 5Y | +22.1% | -38.9% | +61.1% | +37.6% |
| 10Y | +132.5% | +49.9% | +82.5% | +94.2% |
| All | +541.7% | +1,379.3% | -837.6% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling