+404.3%
META vs IBB
+156.3%
+248.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.4% |
| 7D | -0.8% | -1.8% | +1.0% | +0.5% |
| 30D | -15.4% | +5.1% | -20.5% | -18.6% |
| 3M | +3.5% | +10.7% | -7.2% | -4.8% |
| 6M | -0.3% | +22.9% | -23.2% | -15.8% |
| YTD | -7.3% | +26.7% | -34.0% | -23.9% |
| 1Y | -1.1% | +35.1% | -36.2% | -22.9% |
| 3Y | +95.1% | +80.2% | +14.9% | +18.2% |
| 5Y | +80.6% | +37.8% | +42.7% | +35.5% |
| All | +404.3% | +156.3% | +248.0% | +172.7% |
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