+2,176.6%
IT vs IBB
+566.2%
+1,610.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -5.1% |
| 7D | -16.9% | -1.8% | -15.1% | -16.1% |
| 30D | +2.3% | +5.1% | -2.7% | -1.1% |
| 3M | +2.9% | +10.7% | -7.9% | -4.0% |
| 6M | +25.9% | +22.9% | +3.0% | +9.6% |
| YTD | -24.6% | +26.7% | -51.3% | -36.0% |
| 1Y | -16.0% | +35.1% | -51.2% | -31.5% |
| 3Y | -51.6% | +80.2% | -131.8% | -67.2% |
| 5Y | -42.6% | +37.8% | -80.5% | -54.4% |
| 10Y | +103.6% | +161.2% | -57.6% | +4.0% |
| All | +2,176.6% | +566.2% | +1,610.5% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling