+321.2%
MOD vs IBB
+64.8%
+256.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.1% |
| 7D | +9.6% | +1.4% | +8.2% | +8.2% |
| 30D | 0.0% | +10.5% | -10.5% | -9.3% |
| 3M | -35.4% | +23.6% | -59.0% | -47.7% |
| 6M | -7.3% | +22.6% | -29.9% | -24.5% |
| YTD | +45.8% | +25.7% | +20.1% | +15.1% |
| 1Y | +43.1% | +51.4% | -8.2% | -7.0% |
| All | +321.2% | +64.8% | +256.4% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling