+37.2%
IBB vs NIO
-92.1%
+129.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.0% |
| 7D | -1.8% | +5.6% | -7.4% | -2.5% |
| 30D | +5.1% | -4.2% | +9.3% | +5.6% |
| 3M | +10.7% | -26.3% | +37.0% | +14.6% |
| 6M | +22.9% | -42.5% | +65.4% | +30.6% |
| YTD | +26.7% | -33.5% | +60.2% | +31.5% |
| 1Y | +35.1% | -52.7% | +87.8% | +45.8% |
| 3Y | +80.2% | -57.5% | +137.7% | +87.4% |
| All | +37.2% | -92.1% | +129.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling