+537.5%
MAR vs IBB
+130.8%
+406.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.3% |
| 30D | +17.0% | +5.2% | +11.9% | +13.8% |
| 3M | +23.2% | +8.6% | +14.6% | +17.2% |
| 6M | +21.7% | +27.8% | -6.1% | +5.8% |
| YTD | +38.9% | +28.8% | +10.1% | +19.8% |
| 1Y | +48.7% | +36.4% | +12.3% | +24.4% |
| 3Y | +122.9% | +89.3% | +33.6% | +54.3% |
| 5Y | +177.5% | +43.3% | +134.2% | +118.8% |
| 10Y | +537.5% | +130.6% | +406.9% | +290.8% |
| All | +537.5% | +130.8% | +406.8% | +290.8% |
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