+599.3%
MTUM vs IBB
+290.2%
+309.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | -1.7% | +10.5% | -12.1% | -7.0% |
| 3M | -6.3% | +23.6% | -30.0% | -16.8% |
| 6M | +21.8% | +22.6% | -0.8% | +8.6% |
| YTD | +22.0% | +25.7% | -3.6% | +7.2% |
| 1Y | +25.3% | +51.4% | -26.0% | -0.6% |
| 3Y | +112.1% | +64.4% | +47.8% | +59.0% |
| 5Y | +76.2% | +22.1% | +54.1% | +52.7% |
| 10Y | +340.1% | +132.5% | +207.7% | +179.0% |
| All | +599.3% | +290.2% | +309.2% | +257.3% |
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 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