+578.8%
MS vs IBB
+139.6%
+439.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.9% |
| 30D | -0.9% | +6.3% | -7.3% | -4.9% |
| 3M | -13.0% | +11.1% | -24.0% | -19.3% |
| 6M | -2.0% | +29.2% | -31.2% | -18.2% |
| YTD | +7.8% | +30.2% | -22.4% | -11.0% |
| 1Y | +17.9% | +39.5% | -21.6% | -7.2% |
| 3Y | +174.8% | +92.3% | +82.4% | +70.9% |
| 5Y | +119.9% | +43.0% | +76.9% | +65.6% |
| 10Y | +578.8% | +137.1% | +441.7% | +239.2% |
| All | +578.8% | +139.6% | +439.2% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling