+10.2%
MTUM vs IBB
+42.2%
-32.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.8% |
| 7D | -10.1% | +2.2% | -12.3% | -10.8% |
| 30D | -15.6% | +6.3% | -21.9% | -17.3% |
| 3M | -12.7% | +16.3% | -29.0% | -18.1% |
| 6M | -3.7% | +30.0% | -33.7% | -15.1% |
| YTD | +9.4% | +31.1% | -21.7% | -4.1% |
| 1Y | +10.2% | +42.0% | -31.7% | -6.7% |
| All | +10.2% | +42.2% | -32.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling