+860.6%
MOD vs IBB
+560.8%
+299.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.0% |
| 7D | +9.6% | +1.4% | +8.2% | +8.3% |
| 30D | 0.0% | +10.5% | -10.5% | -8.0% |
| 3M | -35.4% | +23.6% | -59.0% | -45.8% |
| 6M | -7.3% | +22.6% | -29.9% | -21.6% |
| YTD | +45.8% | +25.7% | +20.1% | +20.3% |
| 1Y | +43.1% | +51.4% | -8.2% | +1.9% |
| 3Y | +297.7% | +64.4% | +233.3% | +168.6% |
| 5Y | +1,478.8% | +22.1% | +1,456.6% | +1,215.7% |
| 10Y | +1,633.4% | +132.5% | +1,500.9% | +684.7% |
| All | +860.6% | +560.8% | +299.8% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling