+541.7%
IBB vs MDY
+877.4%
-335.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +10.5% | -1.5% | +12.0% | +11.8% |
| 3M | +23.6% | +0.8% | +22.9% | +22.7% |
| 6M | +22.6% | +7.4% | +15.2% | +15.4% |
| YTD | +25.7% | +15.2% | +10.5% | +11.5% |
| 1Y | +51.4% | +16.5% | +34.8% | +32.9% |
| 3Y | +64.4% | +46.8% | +17.6% | +18.1% |
| 5Y | +22.1% | +46.0% | -23.9% | -12.9% |
| 10Y | +132.5% | +172.1% | -39.6% | -7.0% |
| All | +541.7% | +877.4% | -335.7% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling