+20.9%
IBB vs MDY
+47.1%
-26.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -1.7% | +1.0% | -2.7% | -2.4% |
| 30D | +4.9% | -3.1% | +8.0% | +7.4% |
| 3M | +24.2% | +1.8% | +22.4% | +22.4% |
| 6M | +23.8% | +10.8% | +13.0% | +14.4% |
| YTD | +23.0% | +14.4% | +8.5% | +10.7% |
| 1Y | +46.2% | +15.2% | +31.0% | +30.8% |
| 3Y | +64.8% | +51.2% | +13.6% | +18.9% |
| 5Y | +20.9% | +47.2% | -26.3% | -13.3% |
| All | +20.9% | +47.1% | -26.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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