+19.4%
MRSH vs IBB
+17.1%
+2.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.7% |
| 7D | -5.9% | -5.2% | -0.7% | -4.3% |
| 30D | -7.3% | +1.5% | -8.8% | -7.9% |
| 3M | +6.7% | +22.1% | -15.5% | -0.4% |
| 6M | +3.0% | +17.7% | -14.7% | -3.0% |
| YTD | -2.9% | +20.2% | -23.1% | -9.5% |
| 1Y | -9.0% | +44.4% | -53.4% | -21.2% |
| 3Y | -4.3% | +61.1% | -65.4% | -22.4% |
| 5Y | +19.4% | +18.5% | +0.9% | +3.0% |
| All | +19.4% | +17.1% | +2.3% | +3.0% |
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 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