-7.8%
LOW vs IBB
+64.8%
-72.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | +0.4% | -1.7% | +2.0% | +1.2% |
| 30D | -10.1% | +4.9% | -15.0% | -12.5% |
| 3M | -2.9% | +24.2% | -27.1% | -13.4% |
| 6M | -19.4% | +23.8% | -43.2% | -28.1% |
| YTD | -15.4% | +23.0% | -38.4% | -24.5% |
| 1Y | -24.9% | +46.2% | -71.1% | -39.3% |
| 3Y | -7.8% | +64.8% | -72.6% | -32.0% |
| All | -7.8% | +64.8% | -72.6% | -32.0% |
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