+88.1%
IT vs IBB
+130.8%
-42.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -7.5% | +0.8% | -8.3% | -8.0% |
| 30D | -1.2% | +5.2% | -6.3% | -4.3% |
| 3M | -2.2% | +8.6% | -10.8% | -7.4% |
| 6M | +19.1% | +27.8% | -8.7% | +1.9% |
| YTD | -25.1% | +28.8% | -53.9% | -36.6% |
| 1Y | -17.4% | +36.4% | -53.8% | -32.5% |
| 3Y | -54.1% | +89.3% | -143.4% | -69.6% |
| 5Y | -42.7% | +43.3% | -85.9% | -55.7% |
| 10Y | +88.1% | +130.6% | -42.5% | +11.3% |
| All | +88.1% | +130.8% | -42.6% | +11.3% |
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 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