+804.1%
IBB vs HBM
+613.3%
+190.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.4% | -6.4% | +7.8% | +2.3% |
| 30D | +10.5% | +5.9% | +4.6% | +9.6% |
| 3M | +23.6% | -8.9% | +32.5% | +24.2% |
| 6M | +22.6% | +10.7% | +12.0% | +19.3% |
| YTD | +25.7% | +38.3% | -12.6% | +18.1% |
| 1Y | +51.4% | +121.3% | -70.0% | +33.0% |
| 3Y | +64.4% | +450.6% | -386.2% | +24.4% |
| 5Y | +22.1% | +338.0% | -315.8% | -8.2% |
| 10Y | +132.5% | +578.6% | -446.1% | +47.4% |
| All | +804.1% | +613.3% | +190.8% | +423.6% |
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