+61.8%
MSFT vs IBB
+40.3%
+21.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.4% |
| 7D | -2.4% | +1.6% | -4.1% | -3.2% |
| 30D | -3.8% | +6.7% | -10.5% | -6.8% |
| 3M | +6.4% | +6.3% | +0.1% | +2.8% |
| 6M | +28.8% | +23.9% | +4.9% | +14.5% |
| YTD | +8.8% | +26.6% | -17.8% | -4.9% |
| 1Y | +3.2% | +29.6% | -26.5% | -11.3% |
| 3Y | +44.8% | +86.1% | -41.3% | -4.1% |
| 5Y | +61.8% | +40.3% | +21.5% | +24.3% |
| All | +61.8% | +40.3% | +21.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling