+2,702.5%
MSFT vs IBB
+560.8%
+2,141.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -3.5% |
| 30D | +2.7% | +10.5% | -7.8% | -3.1% |
| 3M | +17.0% | +23.6% | -6.7% | +3.3% |
| 6M | +23.8% | +22.6% | +1.2% | +9.4% |
| YTD | +4.0% | +25.7% | -21.7% | -9.6% |
| 1Y | -0.8% | +51.4% | -52.2% | -22.7% |
| 3Y | +55.6% | +64.4% | -8.8% | +13.5% |
| 5Y | +72.9% | +22.1% | +50.8% | +48.3% |
| 10Y | +875.8% | +132.5% | +743.3% | +481.8% |
| All | +2,702.5% | +560.8% | +2,141.6% | +711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling