+91.4%
IT vs IBB
+122.6%
-31.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.3% | -6.2% |
| 7D | -9.1% | -1.7% | -7.5% | -8.2% |
| 30D | -7.0% | +4.9% | -11.9% | -9.6% |
| 3M | +7.6% | +24.2% | -16.6% | -5.1% |
| 6M | +2.1% | +23.8% | -21.7% | -10.5% |
| YTD | -31.6% | +23.0% | -54.5% | -39.9% |
| 1Y | -29.9% | +46.2% | -76.1% | -44.6% |
| 3Y | -51.3% | +64.8% | -116.1% | -64.3% |
| 5Y | -44.8% | +20.9% | -65.7% | -52.8% |
| 10Y | +91.4% | +121.6% | -30.2% | +23.1% |
| All | +91.4% | +122.6% | -31.3% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling