+161.8%
MAR vs IBB
+22.5%
+139.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -4.2% | +1.4% | -5.6% | -4.9% |
| 30D | -6.7% | +10.5% | -17.2% | -11.7% |
| 3M | -12.5% | +23.6% | -36.1% | -22.2% |
| 6M | +0.6% | +22.6% | -22.1% | -10.3% |
| YTD | +9.1% | +25.7% | -16.6% | -4.3% |
| 1Y | +26.2% | +51.4% | -25.2% | -0.4% |
| 3Y | +68.2% | +64.4% | +3.8% | +24.9% |
| All | +161.8% | +22.5% | +139.4% | +86.5% |
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