-42.4%
IT vs IBB
+39.3%
-81.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | -1.8% | +4.6% | -6.4% | -4.8% |
| 3M | +4.8% | +6.8% | -2.0% | -0.3% |
| 6M | +33.0% | +23.1% | +9.9% | +14.7% |
| YTD | -23.8% | +26.0% | -49.9% | -35.9% |
| 1Y | -16.5% | +30.4% | -46.9% | -31.5% |
| 3Y | -53.6% | +85.4% | -139.1% | -71.2% |
| All | -42.4% | +39.3% | -81.7% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling