+228.7%
KO vs IBB
+126.8%
+101.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +8.1% | +4.6% | +3.6% | +6.9% |
| 3M | +14.2% | +6.8% | +7.4% | +12.1% |
| 6M | +25.2% | +23.1% | +2.1% | +18.7% |
| YTD | +44.7% | +26.0% | +18.7% | +36.1% |
| 1Y | +43.4% | +30.4% | +13.0% | +33.7% |
| 3Y | +90.1% | +85.4% | +4.6% | +60.0% |
| 5Y | +103.0% | +39.7% | +63.2% | +82.4% |
| All | +228.7% | +126.8% | +101.9% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling