+319.4%
IR vs IBB
+121.3%
+198.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.3% | +0.3% |
| 7D | +2.3% | -3.6% | +5.9% | +4.5% |
| 30D | +3.3% | +3.4% | -0.1% | +1.0% |
| 3M | -9.0% | +9.5% | -18.5% | -14.7% |
| 6M | +8.0% | +23.3% | -15.3% | -6.2% |
| YTD | +3.4% | +24.5% | -21.1% | -10.9% |
| 1Y | +4.5% | +32.9% | -28.4% | -13.6% |
| 3Y | +25.6% | +76.6% | -51.0% | -13.7% |
| 5Y | +43.8% | +35.5% | +8.3% | +14.4% |
| All | +319.4% | +121.3% | +198.1% | +168.5% |
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 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