+89.5%
IBB vs NIO
-46.0%
+135.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.5% |
| 7D | -1.4% | -1.8% | +0.5% | -1.2% |
| 30D | +6.8% | -6.6% | +13.4% | +7.4% |
| 3M | +9.2% | -29.9% | +39.1% | +12.5% |
| 6M | +28.3% | -46.6% | +75.0% | +35.0% |
| YTD | +29.4% | -36.5% | +65.8% | +33.5% |
| 1Y | +33.2% | -51.1% | +84.3% | +40.4% |
| 3Y | +90.2% | -55.2% | +145.4% | +94.6% |
| 5Y | +44.0% | -92.3% | +136.3% | +61.5% |
| All | +89.5% | -46.0% | +135.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling