-23.0%
IDXX vs IBB
+18.1%
-41.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -5.7% | -4.2% | -1.5% | -2.3% |
| 30D | -11.5% | +1.1% | -12.6% | -12.8% |
| 3M | -9.5% | +19.0% | -28.6% | -22.6% |
| 6M | -16.0% | +18.9% | -34.8% | -28.2% |
| YTD | -25.4% | +20.3% | -45.7% | -37.2% |
| 1Y | -21.8% | +41.5% | -63.3% | -43.3% |
| 3Y | +7.0% | +60.3% | -53.2% | -32.5% |
| All | -23.0% | +18.1% | -41.0% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling