+28.8%
MSFT vs IBB
+25.6%
+3.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.8% |
| 7D | -2.4% | +1.6% | -4.1% | -2.7% |
| 30D | -3.8% | +6.7% | -10.5% | -3.8% |
| 3M | +6.4% | +6.3% | +0.1% | +6.6% |
| 6M | +28.8% | +23.9% | +4.9% | +30.5% |
| All | +28.8% | +25.6% | +3.2% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling