-66.4%
MOD vs IBB
+22.6%
-89.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.0% | -2.2% | -5.9% |
| 7D | -34.2% | -3.6% | -30.5% | -33.3% |
| 30D | -51.9% | +3.4% | -55.3% | -52.1% |
| 3M | -53.0% | +9.5% | -62.5% | -54.4% |
| 6M | -66.4% | +23.3% | -89.7% | -70.0% |
| All | -66.4% | +22.6% | -89.0% | -70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling