+2,489.8%
ICE vs IBB
+760.0%
+1,729.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.1% |
| 7D | +2.0% | -1.8% | +3.9% | +3.0% |
| 30D | +12.9% | +5.1% | +7.8% | +8.9% |
| 3M | +15.4% | +10.7% | +4.7% | +6.9% |
| 6M | +13.1% | +22.9% | -9.8% | -2.7% |
| YTD | +7.5% | +26.7% | -19.2% | -10.1% |
| 1Y | +18.3% | +35.1% | -16.8% | -5.2% |
| 3Y | +65.9% | +80.2% | -14.3% | +6.4% |
| 5Y | +35.2% | +37.8% | -2.6% | +2.1% |
| 10Y | +266.7% | +161.2% | +105.5% | +54.8% |
| All | +2,489.8% | +760.0% | +1,729.8% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling