+217.1%
ICE vs IBB
+122.6%
+94.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +5.0% | +4.9% | +0.1% | +2.7% |
| 3M | +13.9% | +24.2% | -10.3% | +3.5% |
| 6M | -4.4% | +23.8% | -28.3% | -13.3% |
| YTD | -1.9% | +23.0% | -24.9% | -11.0% |
| 1Y | -8.1% | +46.2% | -54.3% | -22.9% |
| 3Y | +42.5% | +64.8% | -22.3% | +11.6% |
| 5Y | +40.6% | +20.9% | +19.7% | +24.6% |
| 10Y | +217.1% | +121.6% | +95.5% | +110.2% |
| All | +217.1% | +122.6% | +94.5% | +110.2% |
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