+264.9%
ICE vs IBB
+126.8%
+138.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.6% | -0.5% | +4.2% | +3.8% |
| 30D | +15.1% | +4.6% | +10.5% | +12.7% |
| 3M | +15.4% | +6.8% | +8.6% | +11.5% |
| 6M | +16.1% | +23.1% | -7.0% | +5.3% |
| YTD | +11.4% | +26.0% | -14.7% | -0.6% |
| 1Y | +18.5% | +30.4% | -11.9% | +4.1% |
| 3Y | +70.5% | +85.4% | -14.9% | +25.4% |
| 5Y | +40.9% | +39.7% | +1.2% | +16.6% |
| All | +264.9% | +126.8% | +138.1% | +140.4% |
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 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