+44.8%
MAR vs IBB
+38.4%
+6.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.6% |
| 7D | +0.2% | +2.7% | -2.5% | -0.6% |
| 30D | +14.0% | +6.3% | +7.7% | +11.9% |
| 3M | +18.1% | +11.1% | +7.0% | +13.8% |
| 6M | +18.6% | +29.2% | -10.6% | +6.9% |
| YTD | +35.3% | +30.2% | +5.0% | +19.3% |
| All | +44.8% | +38.4% | +6.4% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling