+341.3%
MOD vs IBB
+554.8%
-213.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.0% | -2.2% | -3.4% |
| 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% | -56.9% |
| 6M | -66.4% | +23.3% | -89.7% | -72.0% |
| YTD | -31.5% | +24.5% | -56.1% | -43.6% |
| 1Y | -39.6% | +32.9% | -72.5% | -52.7% |
| 3Y | +116.8% | +76.6% | +40.3% | +37.0% |
| 5Y | +713.8% | +35.5% | +678.3% | +522.9% |
| 10Y | +882.7% | +156.7% | +725.9% | +307.7% |
| All | +341.3% | +554.8% | -213.5% | -43.1% |
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