+140.8%
LLY vs IBB
+86.1%
+54.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +6.7% | -0.5% | +7.3% | +7.1% |
| 30D | +19.6% | +4.6% | +15.0% | +15.7% |
| 3M | +19.7% | +6.8% | +12.9% | +13.8% |
| 6M | +42.7% | +23.1% | +19.6% | +22.6% |
| YTD | +35.1% | +26.0% | +9.1% | +14.4% |
| 1Y | +42.2% | +30.4% | +11.8% | +17.6% |
| 3Y | +140.8% | +85.4% | +55.4% | +70.7% |
| All | +140.8% | +86.1% | +54.7% | +70.7% |
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