+852.0%
MOD vs IBB
+152.0%
+700.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.0% | -2.2% | -4.0% |
| 7D | -34.2% | -3.6% | -30.5% | -32.8% |
| 30D | -51.9% | +3.4% | -55.3% | -53.1% |
| 3M | -53.0% | +9.5% | -62.5% | -56.2% |
| 6M | -66.4% | +23.3% | -89.7% | -71.1% |
| YTD | -31.5% | +24.5% | -56.1% | -41.7% |
| 1Y | -39.6% | +32.9% | -72.5% | -50.7% |
| 3Y | +116.8% | +76.6% | +40.3% | +49.1% |
| 5Y | +713.8% | +35.5% | +678.3% | +541.3% |
| All | +852.0% | +152.0% | +700.0% | +430.9% |
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