+151.7%
IBB vs ES
+85.7%
+66.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.4% |
| 30D | +5.1% | +7.1% | -2.0% | +3.0% |
| 3M | +10.7% | -1.9% | +12.7% | +11.0% |
| 6M | +22.9% | +4.4% | +18.5% | +21.1% |
| YTD | +26.7% | +7.3% | +19.4% | +23.5% |
| 1Y | +35.1% | +2.1% | +33.0% | +33.1% |
| 3Y | +80.2% | +41.8% | +38.3% | +59.6% |
| 5Y | +37.8% | +1.4% | +36.4% | +33.0% |
| All | +151.7% | +85.7% | +66.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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