+498.8%
MAR vs IBB
+126.8%
+372.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +13.8% | +4.6% | +9.3% | +11.0% |
| 3M | +20.3% | +6.8% | +13.5% | +15.4% |
| 6M | +21.3% | +23.1% | -1.8% | +7.6% |
| YTD | +37.2% | +26.0% | +11.2% | +19.8% |
| 1Y | +48.4% | +30.4% | +18.1% | +27.3% |
| 3Y | +120.1% | +85.4% | +34.7% | +54.1% |
| 5Y | +182.1% | +39.7% | +142.3% | +125.4% |
| All | +498.8% | +126.8% | +372.0% | +268.8% |
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