+870.5%
MSFT vs IBB
+128.4%
+742.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.0% | -3.9% | +2.8% | +1.4% |
| 30D | -2.7% | +2.7% | -5.4% | -4.7% |
| 3M | +22.1% | +21.4% | +0.8% | +7.5% |
| 6M | +20.6% | +20.1% | +0.5% | +6.4% |
| YTD | +2.3% | +21.9% | -19.6% | -11.0% |
| 1Y | -0.5% | +44.1% | -44.7% | -22.8% |
| 3Y | +50.5% | +63.4% | -12.8% | +4.5% |
| 5Y | +72.3% | +19.8% | +52.6% | +46.9% |
| All | +870.5% | +128.4% | +742.2% | +474.3% |
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