+51.4%
IBB vs HBM
+123.0%
-71.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.4% | -6.4% | +7.8% | +2.1% |
| 30D | +10.5% | +5.9% | +4.6% | +9.8% |
| 3M | +23.6% | -8.9% | +32.5% | +24.5% |
| 6M | +22.6% | +10.7% | +12.0% | +18.9% |
| YTD | +25.7% | +38.3% | -12.6% | +19.4% |
| 1Y | +51.4% | +121.3% | -70.0% | +39.5% |
| All | +51.4% | +123.0% | -71.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling