+141.6%
IBM vs IBB
+130.8%
+10.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -1.5% | +0.8% | -2.3% | -1.9% |
| 30D | +8.4% | +5.2% | +3.2% | +6.0% |
| 3M | +4.2% | +8.6% | -4.4% | +0.3% |
| 6M | +7.9% | +27.8% | -19.9% | -3.3% |
| YTD | -15.2% | +28.8% | -44.0% | -24.5% |
| 1Y | -18.7% | +36.4% | -55.1% | -29.5% |
| 3Y | +79.2% | +89.3% | -10.1% | +33.3% |
| 5Y | +144.7% | +43.3% | +101.5% | +103.1% |
| 10Y | +141.6% | +130.6% | +10.9% | +55.2% |
| All | +141.6% | +130.8% | +10.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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