+30.3%
MKC vs IBB
+122.2%
-92.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.3% | -3.9% | -0.4% | -3.3% |
| 30D | -3.1% | +2.7% | -5.8% | -3.9% |
| 3M | +6.8% | +21.4% | -14.5% | +1.1% |
| 6M | -18.3% | +20.1% | -38.4% | -22.7% |
| YTD | -23.1% | +21.9% | -44.9% | -27.6% |
| 1Y | -23.7% | +44.1% | -67.8% | -31.8% |
| 3Y | -31.0% | +63.4% | -94.4% | -41.1% |
| 5Y | -33.5% | +19.8% | -53.3% | -38.4% |
| 10Y | +30.3% | +127.0% | -96.7% | +1.6% |
| All | +30.3% | +122.2% | -92.0% | +1.6% |
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