+811.5%
IBB vs HBM
+443.9%
+367.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -1.8% | -3.6% | +1.8% | -1.3% |
| 30D | +5.1% | -19.2% | +24.2% | +7.9% |
| 3M | +10.7% | -20.5% | +31.2% | +13.8% |
| 6M | +22.9% | -12.8% | +35.7% | +23.6% |
| YTD | +26.7% | +5.4% | +21.3% | +23.2% |
| 1Y | +35.1% | +33.0% | +2.2% | +27.1% |
| 3Y | +80.2% | +357.3% | -277.1% | +39.7% |
| 5Y | +37.8% | +210.4% | -172.5% | +8.5% |
| 10Y | +161.2% | +387.1% | -225.9% | +72.9% |
| All | +811.5% | +443.9% | +367.6% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling