+70.5%
ICE vs IBB
+86.1%
-15.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.6% | -0.5% | +4.2% | +3.7% |
| 30D | +15.1% | +4.6% | +10.5% | +13.9% |
| 3M | +15.4% | +6.8% | +8.6% | +13.3% |
| 6M | +16.1% | +23.1% | -7.0% | +9.9% |
| YTD | +11.4% | +26.0% | -14.7% | +4.3% |
| 1Y | +18.5% | +30.4% | -11.9% | +9.7% |
| 3Y | +70.5% | +85.4% | -14.9% | +37.6% |
| All | +70.5% | +86.1% | -15.6% | +37.6% |
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