+569.6%
MA vs IBB
+133.2%
+436.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | -1.8% | -1.4% | -0.4% | -1.1% |
| 30D | +11.0% | +6.8% | +4.2% | +6.7% |
| 3M | +17.9% | +9.2% | +8.6% | +11.3% |
| 6M | +33.2% | +28.3% | +4.8% | +13.9% |
| YTD | +16.5% | +29.4% | -12.9% | -1.5% |
| 1Y | +19.1% | +33.2% | -14.1% | -1.1% |
| 3Y | +70.6% | +90.2% | -19.6% | +10.8% |
| 5Y | +92.1% | +44.0% | +48.1% | +47.1% |
| 10Y | +569.6% | +133.1% | +436.5% | +267.2% |
| All | +569.6% | +133.2% | +436.4% | +267.2% |
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