+68.4%
IBB vs EXEL
+164.9%
-96.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.4% | +8.4% | -7.0% | -0.2% |
| 30D | +10.5% | +4.1% | +6.4% | +9.4% |
| 3M | +23.6% | +12.4% | +11.2% | +20.6% |
| 6M | +22.6% | +41.5% | -18.9% | +14.5% |
| YTD | +25.7% | +34.6% | -9.0% | +18.2% |
| 1Y | +51.4% | +57.9% | -6.5% | +38.5% |
| All | +68.4% | +164.9% | -96.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling