+2,132.6%
IT vs IBB
+560.8%
+1,571.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | -6.0% | +1.4% | -7.5% | -6.9% |
| 30D | 0.0% | +10.5% | -10.5% | -6.1% |
| 3M | +13.1% | +23.6% | -10.6% | -1.0% |
| 6M | +11.7% | +22.6% | -10.9% | -2.6% |
| YTD | -26.1% | +25.7% | -51.8% | -36.6% |
| 1Y | -21.3% | +51.4% | -72.6% | -39.9% |
| 3Y | -46.7% | +64.4% | -111.1% | -61.6% |
| 5Y | -40.5% | +22.1% | -62.7% | -48.9% |
| 10Y | +103.9% | +132.5% | -28.6% | +11.9% |
| All | +2,132.6% | +560.8% | +1,571.8% | +441.2% |
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 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