-53.6%
IT vs IBB
+86.1%
-139.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | -1.8% | +4.6% | -6.4% | -4.2% |
| 3M | +4.8% | +6.8% | -2.0% | +0.7% |
| 6M | +33.0% | +23.1% | +9.9% | +18.5% |
| YTD | -23.8% | +26.0% | -49.9% | -33.5% |
| 1Y | -16.5% | +30.4% | -46.9% | -28.8% |
| 3Y | -53.6% | +85.4% | -139.1% | -67.2% |
| All | -53.6% | +86.1% | -139.7% | -67.2% |
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