+83.0%
IBM vs IBB
+91.0%
-8.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -1.7% | -1.4% | -0.4% | -1.3% |
| 30D | +10.1% | +6.8% | +3.3% | +7.4% |
| 3M | +4.8% | +9.2% | -4.4% | +1.1% |
| 6M | +12.6% | +28.3% | -15.7% | +2.0% |
| YTD | -13.9% | +29.4% | -43.3% | -22.6% |
| 1Y | -18.7% | +33.2% | -51.9% | -27.9% |
| All | +83.0% | +91.0% | -8.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling