+553.1%
MA vs IBB
+156.3%
+396.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.4% |
| 7D | +2.3% | -1.8% | +4.1% | +3.3% |
| 30D | +14.7% | +5.1% | +9.6% | +11.3% |
| 3M | +13.5% | +10.7% | +2.8% | +6.4% |
| 6M | +33.1% | +22.9% | +10.2% | +17.0% |
| YTD | +15.1% | +26.7% | -11.6% | -1.2% |
| 1Y | +18.7% | +35.1% | -16.4% | -2.0% |
| 3Y | +72.1% | +80.2% | -8.1% | +16.4% |
| 5Y | +92.8% | +37.8% | +55.0% | +52.2% |
| All | +553.1% | +156.3% | +396.7% | +275.3% |
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