+138.2%
IBM vs IBB
+37.5%
+100.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | -5.0% | -1.8% | -3.1% | -4.4% |
| 30D | +11.1% | +5.1% | +6.0% | +9.3% |
| 3M | +5.7% | +10.7% | -5.0% | +1.9% |
| 6M | +10.1% | +22.9% | -12.8% | +2.5% |
| YTD | -15.6% | +26.7% | -42.3% | -22.5% |
| 1Y | -19.5% | +35.1% | -54.7% | -27.8% |
| 3Y | +80.4% | +80.2% | +0.2% | +46.5% |
| All | +138.2% | +37.5% | +100.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling