+541.7%
IBB vs M
+115.5%
+426.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +1.4% | +4.7% | -3.3% | +0.5% |
| 30D | +10.5% | -9.6% | +20.1% | +12.6% |
| 3M | +23.6% | +0.9% | +22.8% | +22.9% |
| 6M | +22.6% | +22.3% | +0.4% | +17.2% |
| YTD | +25.7% | +6.5% | +19.2% | +22.9% |
| 1Y | +51.4% | +38.8% | +12.6% | +40.1% |
| 3Y | +64.4% | +115.9% | -51.5% | +33.4% |
| 5Y | +22.1% | +28.6% | -6.5% | +3.1% |
| 10Y | +132.5% | -2.5% | +135.0% | +76.9% |
| All | +541.7% | +115.5% | +426.2% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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