+20.9%
IBB vs HBM
+369.9%
-349.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -7.9% | -3.0% |
| 7D | -1.7% | +7.4% | -9.0% | -2.6% |
| 30D | +4.9% | +5.1% | -0.2% | +4.0% |
| 3M | +24.2% | +11.1% | +13.1% | +21.6% |
| 6M | +23.8% | +30.2% | -6.4% | +17.5% |
| YTD | +23.0% | +46.2% | -23.3% | +14.2% |
| 1Y | +46.2% | +120.0% | -73.9% | +27.3% |
| 3Y | +64.8% | +527.4% | -462.6% | +19.1% |
| 5Y | +20.9% | +400.4% | -379.5% | -11.5% |
| All | +20.9% | +369.9% | -349.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling