-21.8%
IDXX vs IBB
+44.5%
-66.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -4.2% | -1.5% | -4.0% |
| 30D | -11.5% | +1.1% | -12.6% | -12.2% |
| 3M | -9.5% | +19.0% | -28.6% | -17.2% |
| 6M | -16.0% | +18.9% | -34.8% | -23.0% |
| YTD | -25.4% | +20.3% | -45.7% | -32.0% |
| 1Y | -21.8% | +41.5% | -63.3% | -31.0% |
| All | -21.8% | +44.5% | -66.3% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling