-44.8%
IT vs IBB
+20.0%
-64.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.3% | -6.0% |
| 7D | -9.1% | -1.7% | -7.5% | -8.1% |
| 30D | -7.0% | +4.9% | -11.9% | -9.9% |
| 3M | +7.6% | +24.2% | -16.6% | -6.7% |
| 6M | +2.1% | +23.8% | -21.7% | -12.2% |
| YTD | -31.6% | +23.0% | -54.5% | -41.0% |
| 1Y | -29.9% | +46.2% | -76.1% | -46.8% |
| 3Y | -51.3% | +64.8% | -116.1% | -66.5% |
| 5Y | -44.8% | +20.9% | -65.7% | -55.6% |
| All | -44.8% | +20.0% | -64.8% | -55.6% |
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