0.0%
MSFT vs IBB
+45.6%
-45.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -1.4% | -1.7% | +0.2% | -1.3% |
| 30D | -1.0% | +4.9% | -5.9% | -1.5% |
| 3M | +20.2% | +24.2% | -4.0% | +17.4% |
| 6M | +21.3% | +23.8% | -2.6% | +18.1% |
| YTD | +2.8% | +23.0% | -20.2% | 0.0% |
| 1Y | 0.0% | +46.2% | -46.2% | -2.4% |
| All | 0.0% | +45.6% | -45.7% | -2.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling