+124.3%
MOD vs IBB
+75.6%
+48.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.0% | -2.2% | -3.3% |
| 7D | -34.2% | -3.6% | -30.5% | -32.5% |
| 30D | -51.9% | +3.4% | -55.3% | -53.4% |
| 3M | -53.0% | +9.5% | -62.5% | -57.2% |
| 6M | -66.4% | +23.3% | -89.7% | -72.8% |
| YTD | -31.5% | +24.5% | -56.1% | -45.5% |
| 1Y | -39.6% | +32.9% | -72.5% | -54.9% |
| All | +124.3% | +75.6% | +48.7% | +33.7% |
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