+303.3%
LOW vs IBB
+130.8%
+172.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +8.7% | +0.8% | +7.9% | +8.1% |
| 30D | +25.5% | +5.2% | +20.3% | +21.5% |
| 3M | +6.6% | +8.6% | -2.0% | +0.8% |
| 6M | +2.4% | +27.8% | -25.4% | -12.5% |
| YTD | -1.7% | +28.8% | -30.5% | -16.7% |
| 1Y | +1.7% | +36.4% | -34.7% | -16.9% |
| 3Y | +26.6% | +89.3% | -62.8% | -16.9% |
| 5Y | +10.1% | +43.3% | -33.1% | -15.0% |
| 10Y | +303.3% | +130.6% | +172.6% | +129.6% |
| All | +303.3% | +130.8% | +172.5% | +129.6% |
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