+554.8%
MA vs IBB
+139.6%
+415.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.1% |
| 7D | -0.3% | +2.7% | -3.1% | -1.9% |
| 30D | +11.3% | +6.3% | +5.0% | +7.3% |
| 3M | +16.7% | +11.1% | +5.6% | +9.1% |
| 6M | +32.8% | +29.2% | +3.6% | +13.2% |
| YTD | +15.6% | +30.2% | -14.6% | -2.5% |
| 1Y | +19.6% | +39.5% | -19.9% | -3.4% |
| 3Y | +72.1% | +92.3% | -20.2% | +11.2% |
| 5Y | +96.0% | +43.0% | +53.1% | +50.9% |
| 10Y | +554.8% | +137.1% | +417.7% | +259.7% |
| All | +554.8% | +139.6% | +415.2% | +259.7% |
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