+233.8%
LOW vs IBB
+122.2%
+111.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -0.6% | -3.9% | +3.3% | +1.7% |
| 30D | -9.3% | +2.7% | -12.0% | -10.9% |
| 3M | -8.1% | +21.4% | -29.4% | -18.3% |
| 6M | -19.8% | +20.1% | -39.8% | -28.3% |
| YTD | -16.4% | +21.9% | -38.2% | -26.2% |
| 1Y | -24.7% | +44.1% | -68.8% | -40.1% |
| 3Y | -8.8% | +63.4% | -72.2% | -33.5% |
| 5Y | +7.8% | +19.8% | -12.0% | -6.7% |
| 10Y | +233.8% | +127.0% | +106.8% | +103.7% |
| All | +233.8% | +122.2% | +111.6% | +103.7% |
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 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