+2,450.7%
MAR vs IBB
+566.2%
+1,884.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | +4.3% | -1.8% | +6.1% | +5.3% |
| 30D | +16.8% | +5.1% | +11.8% | +13.3% |
| 3M | +16.0% | +10.7% | +5.3% | +8.6% |
| 6M | +16.5% | +22.9% | -6.4% | +2.3% |
| YTD | +35.0% | +26.7% | +8.3% | +16.1% |
| 1Y | +49.4% | +35.1% | +14.3% | +23.7% |
| 3Y | +124.1% | +80.2% | +43.9% | +55.1% |
| 5Y | +159.2% | +37.8% | +121.3% | +106.8% |
| 10Y | +553.9% | +161.2% | +392.7% | +240.3% |
| All | +2,450.7% | +566.2% | +1,884.5% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling