+808.5%
MS vs IBB
+132.1%
+676.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | +1.4% | +1.4% | 0.0% | +0.4% |
| 30D | -0.3% | +10.5% | -10.7% | -7.0% |
| 3M | +0.3% | +23.6% | -23.3% | -13.5% |
| 6M | +31.3% | +22.6% | +8.7% | +13.7% |
| YTD | +24.7% | +25.7% | -1.0% | +5.7% |
| 1Y | +47.9% | +51.4% | -3.5% | +10.2% |
| 3Y | +178.3% | +64.4% | +114.0% | +93.7% |
| 5Y | +144.9% | +22.1% | +122.7% | +106.2% |
| All | +808.5% | +132.1% | +676.4% | +359.4% |
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