+753.4%
MOD vs IBB
+37.5%
+716.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.4% |
| 7D | -25.5% | -1.8% | -23.7% | -24.8% |
| 30D | -49.0% | +5.1% | -54.1% | -51.2% |
| 3M | -49.8% | +10.7% | -60.5% | -54.3% |
| 6M | -64.8% | +22.9% | -87.7% | -70.8% |
| YTD | -27.6% | +26.7% | -54.3% | -41.6% |
| 1Y | -35.2% | +35.1% | -70.3% | -50.5% |
| 3Y | +137.1% | +80.2% | +56.9% | +45.0% |
| All | +753.4% | +37.5% | +716.0% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling