+11.9%
IR vs IBB
+64.8%
-52.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | -2.8% | +1.4% | -4.2% | -3.7% |
| 30D | -15.1% | +10.5% | -25.6% | -20.6% |
| 3M | +6.1% | +23.6% | -17.6% | -8.0% |
| 6M | -16.8% | +22.6% | -39.4% | -27.6% |
| YTD | -3.5% | +25.7% | -29.2% | -17.6% |
| 1Y | -3.5% | +51.4% | -54.9% | -27.2% |
| All | +11.9% | +64.8% | -52.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling