+62.4%
KO vs IBB
+63.1%
-0.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -0.8% | -3.9% | +3.1% | -0.4% |
| 30D | +0.8% | +2.7% | -2.0% | +0.4% |
| 3M | +8.3% | +21.4% | -13.0% | +6.1% |
| 6M | +14.0% | +20.1% | -6.0% | +11.7% |
| YTD | +26.9% | +21.9% | +5.0% | +23.9% |
| 1Y | +32.7% | +44.1% | -11.5% | +26.6% |
| All | +62.4% | +63.1% | -0.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling