+10.8%
MMM vs IBB
+45.6%
-34.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | 0.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | -8.0% | +4.9% | -12.9% | -9.5% |
| 3M | +9.4% | +24.2% | -14.9% | +1.3% |
| 6M | +10.2% | +23.8% | -13.6% | +2.2% |
| YTD | +6.1% | +23.0% | -16.8% | -1.9% |
| 1Y | +10.8% | +46.2% | -35.4% | -6.3% |
| All | +10.8% | +45.6% | -34.8% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling