+375.9%
MOD vs IBB
+589.6%
-213.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.1% | -23.5% |
| 7D | -31.3% | +2.2% | -33.5% | -32.9% |
| 30D | -46.1% | +6.3% | -52.4% | -49.1% |
| 3M | -51.1% | +16.3% | -67.4% | -57.2% |
| 6M | -62.1% | +30.0% | -92.0% | -69.7% |
| YTD | -26.2% | +31.1% | -57.3% | -41.6% |
| 1Y | -32.6% | +42.0% | -74.5% | -49.9% |
| 3Y | +133.8% | +85.9% | +47.9% | +41.7% |
| 5Y | +792.8% | +38.4% | +754.4% | +570.8% |
| 10Y | +959.8% | +170.4% | +789.4% | +321.8% |
| All | +375.9% | +589.6% | -213.7% | -41.1% |
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