-12.3%
IP vs IBB
+34.6%
-46.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.1% | -1.5% |
| 7D | -5.0% | -3.6% | -1.4% | -3.3% |
| 30D | +6.5% | +3.4% | +3.1% | +4.7% |
| 3M | -18.0% | +9.5% | -27.5% | -21.8% |
| 6M | +10.3% | +23.3% | -13.0% | -0.6% |
| YTD | -9.9% | +24.5% | -34.4% | -19.5% |
| 1Y | -1.1% | +32.9% | -34.0% | -14.3% |
| 3Y | +13.0% | +76.6% | -63.6% | -15.9% |
| 5Y | -12.3% | +35.5% | -47.8% | -36.9% |
| All | -12.3% | +34.6% | -46.8% | -36.9% |
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 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