+906.4%
MOD vs IBB
+156.3%
+750.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | -25.5% | -1.8% | -23.7% | -24.9% |
| 30D | -49.0% | +5.1% | -54.1% | -50.8% |
| 3M | -49.8% | +10.7% | -60.5% | -53.5% |
| 6M | -64.8% | +22.9% | -87.7% | -69.7% |
| YTD | -27.6% | +26.7% | -54.3% | -39.1% |
| 1Y | -35.2% | +35.1% | -70.3% | -47.7% |
| 3Y | +137.1% | +80.2% | +56.9% | +61.0% |
| 5Y | +760.3% | +37.8% | +722.4% | +570.8% |
| All | +906.4% | +156.3% | +750.0% | +455.3% |
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 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