+115.5%
IBM vs IBB
+22.5%
+93.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +0.3% | +10.5% | -10.2% | -3.0% |
| 3M | -21.6% | +23.6% | -45.2% | -26.7% |
| 6M | -4.7% | +22.6% | -27.3% | -10.9% |
| YTD | -19.1% | +25.7% | -44.8% | -25.1% |
| 1Y | -2.5% | +51.4% | -53.9% | -15.2% |
| 3Y | +74.2% | +64.4% | +9.8% | +46.5% |
| All | +115.5% | +22.5% | +93.0% | +73.8% |
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