+560.5%
IBB vs M
+134.3%
+426.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -1.4% | -3.3% | +2.0% | -0.8% |
| 30D | +6.8% | +8.1% | -1.3% | +5.1% |
| 3M | +9.2% | +2.2% | +7.0% | +8.4% |
| 6M | +28.3% | +35.1% | -6.8% | +20.2% |
| YTD | +29.4% | +15.8% | +13.5% | +24.1% |
| 1Y | +33.2% | +25.8% | +7.3% | +25.5% |
| 3Y | +90.2% | +156.2% | -66.1% | +49.2% |
| 5Y | +44.0% | -2.4% | +46.3% | +29.3% |
| 10Y | +133.1% | -7.1% | +140.2% | +81.0% |
| All | +560.5% | +134.3% | +426.2% | +187.2% |
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