+64.8%
IBB vs HBM
+521.9%
-457.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.9% |
| 7D | -1.7% | +7.3% | -9.0% | -2.6% |
| 30D | +4.9% | +5.0% | -0.2% | +4.1% |
| 3M | +24.2% | +11.1% | +13.1% | +21.8% |
| 6M | +23.8% | +30.2% | -6.3% | +17.5% |
| YTD | +23.0% | +46.2% | -23.2% | +14.2% |
| 1Y | +46.2% | +120.0% | -73.8% | +27.2% |
| 3Y | +64.8% | +527.3% | -462.4% | +14.3% |
| All | +64.8% | +521.9% | -457.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling