+513.6%
IBB vs NYT
+114.8%
+398.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | +1.5% | +4.5% | -3.0% | +0.3% |
| 3M | +22.1% | -8.5% | +30.7% | +24.2% |
| 6M | +17.7% | -15.1% | +32.8% | +21.7% |
| YTD | +20.2% | -3.3% | +23.5% | +19.9% |
| 1Y | +44.4% | +17.0% | +27.4% | +36.9% |
| 3Y | +61.1% | +55.7% | +5.4% | +39.6% |
| 5Y | +18.5% | +38.9% | -20.3% | +3.6% |
| 10Y | +123.9% | +485.3% | -361.4% | +29.4% |
| All | +513.6% | +114.8% | +398.7% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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