+8,957.6%
IDXX vs IBB
+540.8%
+8,416.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -4.4% | -3.9% | -0.5% | -2.1% |
| 30D | -13.5% | +2.7% | -16.3% | -15.2% |
| 3M | -11.0% | +21.4% | -32.4% | -21.3% |
| 6M | -15.6% | +20.1% | -35.7% | -24.9% |
| YTD | -23.9% | +21.9% | -45.7% | -33.0% |
| 1Y | -21.4% | +44.1% | -65.5% | -37.7% |
| 3Y | +10.6% | +63.4% | -52.8% | -19.0% |
| 5Y | -23.9% | +19.8% | -43.6% | -32.5% |
| 10Y | +368.4% | +127.0% | +241.4% | +185.5% |
| All | +8,957.6% | +540.8% | +8,416.8% | +2,365.3% |
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 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