+171.3%
MS vs IBB
+89.8%
+81.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -0.7% | +5.2% | -5.9% | -3.2% |
| 3M | -12.4% | +8.6% | -21.0% | -16.5% |
| 6M | -1.7% | +27.8% | -29.6% | -15.2% |
| YTD | +8.0% | +28.8% | -20.8% | -7.5% |
| 1Y | +16.2% | +36.4% | -20.2% | -4.1% |
| 3Y | +171.3% | +89.3% | +82.0% | +69.9% |
| All | +171.3% | +89.8% | +81.5% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling