+92.3%
MA vs IBB
+37.5%
+54.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | +2.3% | -1.8% | +4.1% | +3.1% |
| 30D | +14.7% | +5.1% | +9.6% | +12.0% |
| 3M | +13.5% | +10.7% | +2.8% | +7.6% |
| 6M | +33.1% | +22.9% | +10.2% | +19.7% |
| YTD | +15.1% | +26.7% | -11.6% | +1.4% |
| 1Y | +18.7% | +35.1% | -16.4% | +1.1% |
| 3Y | +72.1% | +80.2% | -8.1% | +21.7% |
| All | +92.3% | +37.5% | +54.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling