+2,086.3%
LOW vs IBB
+560.8%
+1,525.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | -1.7% | +1.4% | -3.2% | -2.5% |
| 30D | -7.0% | +10.5% | -17.5% | -12.2% |
| 3M | -0.9% | +23.6% | -24.5% | -12.0% |
| 6M | -20.1% | +22.6% | -42.7% | -28.8% |
| YTD | -13.9% | +25.7% | -39.6% | -24.5% |
| 1Y | -21.1% | +51.4% | -72.5% | -37.7% |
| 3Y | -6.6% | +64.4% | -71.0% | -30.1% |
| 5Y | +9.4% | +22.1% | -12.8% | -5.0% |
| 10Y | +220.5% | +132.5% | +88.0% | +93.3% |
| All | +2,086.3% | +560.8% | +1,525.5% | +545.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling