+441.9%
MAR vs IBB
+122.2%
+319.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -0.5% | -3.9% | +3.4% | +1.5% |
| 30D | -4.7% | +2.7% | -7.4% | -6.2% |
| 3M | -15.6% | +21.4% | -37.0% | -24.0% |
| 6M | +1.2% | +20.1% | -18.9% | -8.5% |
| YTD | +7.5% | +21.9% | -14.4% | -3.9% |
| 1Y | +26.6% | +44.1% | -17.5% | +3.5% |
| 3Y | +66.0% | +63.4% | +2.6% | +25.6% |
| 5Y | +154.1% | +19.8% | +134.3% | +120.5% |
| 10Y | +441.9% | +127.0% | +314.8% | +247.8% |
| All | +441.9% | +122.2% | +319.6% | +247.8% |
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