+522.2%
IBB vs NTRS
+330.5%
+191.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -3.9% | +0.9% | -4.7% | -4.2% |
| 30D | +2.7% | -1.2% | +4.0% | +3.1% |
| 3M | +21.4% | +8.8% | +12.6% | +17.1% |
| 6M | +20.1% | +34.7% | -14.6% | +6.3% |
| YTD | +21.9% | +37.2% | -15.4% | +6.7% |
| 1Y | +44.1% | +46.3% | -2.2% | +22.8% |
| 3Y | +63.4% | +163.2% | -99.9% | +8.1% |
| 5Y | +19.8% | +86.9% | -67.2% | -12.1% |
| 10Y | +127.0% | +250.9% | -123.9% | +19.3% |
| All | +522.2% | +330.5% | +191.7% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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