+130.5%
IBM vs IBB
+129.6%
+0.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | +0.3% | +10.5% | -10.2% | -3.9% |
| 3M | -21.6% | +23.6% | -45.2% | -28.2% |
| 6M | -4.7% | +22.6% | -27.3% | -12.8% |
| YTD | -19.1% | +25.7% | -44.8% | -26.9% |
| 1Y | -2.5% | +51.4% | -53.9% | -18.7% |
| 3Y | +74.2% | +64.4% | +9.8% | +38.8% |
| 5Y | +113.1% | +22.1% | +91.0% | +91.3% |
| All | +130.5% | +129.6% | +0.9% | +54.6% |
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