+27.6%
IR vs IBB
+78.6%
-51.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | +3.7% | -1.8% | +5.5% | +4.6% |
| 30D | +7.4% | +5.1% | +2.4% | +4.2% |
| 3M | -5.9% | +10.7% | -16.6% | -12.2% |
| 6M | +5.6% | +22.9% | -17.3% | -8.4% |
| YTD | +4.8% | +26.7% | -21.9% | -11.0% |
| 1Y | +6.9% | +35.1% | -28.2% | -13.0% |
| 3Y | +27.6% | +80.2% | -52.6% | -8.3% |
| All | +27.6% | +78.6% | -51.1% | -8.3% |
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