+889.0%
MSFT vs IBB
+156.3%
+732.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.0% |
| 7D | +1.7% | -1.8% | +3.5% | +2.9% |
| 30D | +0.2% | +5.1% | -4.9% | -2.9% |
| 3M | +6.4% | +10.7% | -4.4% | -0.8% |
| 6M | +28.7% | +22.9% | +5.8% | +11.8% |
| YTD | +10.4% | +26.7% | -16.3% | -6.5% |
| 1Y | +7.6% | +35.1% | -27.5% | -12.9% |
| 3Y | +52.3% | +80.2% | -27.9% | -1.6% |
| 5Y | +64.5% | +37.8% | +26.7% | +27.3% |
| All | +889.0% | +156.3% | +732.7% | +463.0% |
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