+379.6%
META vs IBB
+132.1%
+247.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +6.7% | +1.4% | +5.3% | +5.6% |
| 30D | +4.8% | +10.5% | -5.7% | -3.0% |
| 3M | -1.6% | +23.6% | -25.3% | -16.7% |
| 6M | -7.5% | +22.6% | -30.1% | -21.3% |
| YTD | -6.4% | +25.7% | -32.1% | -22.2% |
| 1Y | -17.3% | +51.4% | -68.7% | -40.7% |
| 3Y | +109.9% | +64.4% | +45.6% | +38.1% |
| 5Y | +65.4% | +22.1% | +43.2% | +35.5% |
| All | +379.6% | +132.1% | +247.5% | +163.2% |
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