+77.3%
MTUM vs IBB
+17.1%
+60.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | +1.2% | -5.2% | +6.5% | +4.1% |
| 30D | -1.7% | +1.5% | -3.1% | -2.8% |
| 3M | -0.5% | +22.1% | -22.6% | -11.5% |
| 6M | +22.3% | +17.7% | +4.6% | +10.8% |
| YTD | +21.4% | +20.2% | +1.2% | +8.5% |
| 1Y | +20.0% | +44.4% | -24.4% | -3.4% |
| 3Y | +113.0% | +61.1% | +51.9% | +57.9% |
| 5Y | +77.3% | +18.5% | +58.7% | +53.5% |
| All | +77.3% | +17.1% | +60.1% | +53.5% |
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 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