+147.3%
IBM vs IBB
+126.8%
+20.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +9.2% | +4.6% | +4.6% | +7.1% |
| 3M | +4.9% | +6.8% | -1.9% | +1.7% |
| 6M | +16.8% | +23.1% | -6.3% | +6.3% |
| YTD | -14.3% | +26.0% | -40.3% | -23.1% |
| 1Y | -16.7% | +30.4% | -47.1% | -26.4% |
| 3Y | +82.2% | +85.4% | -3.2% | +36.7% |
| 5Y | +149.9% | +39.7% | +110.2% | +109.5% |
| All | +147.3% | +126.8% | +20.5% | +61.2% |
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