+143.7%
LLY vs IBB
+86.3%
+57.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.3% |
| 7D | +0.1% | +2.7% | -2.6% | -1.8% |
| 30D | +19.7% | +6.3% | +13.4% | +14.6% |
| 3M | +19.3% | +11.1% | +8.2% | +10.4% |
| 6M | +49.3% | +29.2% | +20.1% | +24.0% |
| YTD | +32.0% | +30.2% | +1.8% | +9.3% |
| 1Y | +53.7% | +39.5% | +14.2% | +21.6% |
| 3Y | +143.7% | +92.3% | +51.4% | +71.0% |
| All | +143.7% | +86.3% | +57.4% | +71.0% |
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