+146.4%
IP vs IBB
+554.8%
-408.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.1% | -1.1% |
| 7D | -5.0% | -3.6% | -1.4% | -3.0% |
| 30D | +6.5% | +3.4% | +3.1% | +4.4% |
| 3M | -18.0% | +9.5% | -27.5% | -22.4% |
| 6M | +10.3% | +23.3% | -13.0% | -2.3% |
| YTD | -9.9% | +24.5% | -34.4% | -21.0% |
| 1Y | -1.1% | +32.9% | -34.0% | -16.4% |
| 3Y | +13.0% | +76.6% | -63.6% | -20.0% |
| 5Y | -12.3% | +35.5% | -47.8% | -29.2% |
| 10Y | +26.8% | +156.7% | -129.9% | -33.0% |
| All | +146.4% | +554.8% | -408.4% | -39.6% |
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