+22.9%
IP vs IBB
+132.1%
-109.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -5.3% | +1.4% | -6.7% | -6.0% |
| 30D | -10.9% | +10.5% | -21.3% | -15.5% |
| 3M | +11.2% | +23.6% | -12.5% | -0.4% |
| 6M | -10.2% | +22.6% | -32.9% | -19.3% |
| YTD | -2.0% | +25.7% | -27.7% | -13.3% |
| 1Y | -19.1% | +51.4% | -70.5% | -34.9% |
| 3Y | +20.9% | +64.4% | -43.5% | -8.1% |
| 5Y | -17.8% | +22.1% | -40.0% | -28.3% |
| All | +22.9% | +132.1% | -109.2% | -26.1% |
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