+372.9%
MS vs IBB
+554.8%
-181.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.0% | -0.9% | -1.7% |
| 7D | -3.4% | -3.6% | +0.2% | -0.3% |
| 30D | -3.9% | +3.4% | -7.3% | -6.7% |
| 3M | -15.9% | +9.5% | -25.4% | -23.0% |
| 6M | -2.5% | +23.3% | -25.8% | -19.8% |
| YTD | +5.1% | +24.5% | -19.4% | -14.9% |
| 1Y | +13.0% | +32.9% | -20.0% | -13.7% |
| 3Y | +160.7% | +76.6% | +84.1% | +52.2% |
| 5Y | +114.0% | +35.5% | +78.5% | +53.6% |
| 10Y | +637.5% | +156.7% | +480.7% | +174.6% |
| All | +372.9% | +554.8% | -181.9% | -46.9% |
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 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