-28.0%
MOD vs IBB
+30.0%
-58.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.7% |
| 7D | +16.1% | +1.6% | +14.5% | +15.3% |
| 30D | -38.5% | +6.7% | -45.2% | -40.6% |
| 3M | -46.8% | +6.3% | -53.2% | -48.8% |
| 6M | -61.6% | +23.9% | -85.5% | -67.4% |
| YTD | -20.5% | +26.6% | -47.1% | -34.2% |
| 1Y | -28.0% | +29.6% | -57.7% | -42.2% |
| All | -28.0% | +30.0% | -58.1% | -42.2% |
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