+142.2%
IEFA vs IBB
+125.2%
+17.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -2.4% | -5.2% | +2.8% | 0.0% |
| 30D | -2.1% | +1.5% | -3.6% | -3.0% |
| 3M | +5.5% | +22.1% | -16.6% | -4.1% |
| 6M | +8.1% | +17.7% | -9.6% | -0.2% |
| YTD | +11.9% | +20.2% | -8.3% | +2.3% |
| 1Y | +18.1% | +44.4% | -26.4% | -1.0% |
| 3Y | +65.5% | +61.1% | +4.4% | +30.4% |
| 5Y | +50.1% | +18.5% | +31.5% | +33.7% |
| All | +142.2% | +125.2% | +17.0% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling