+187.9%
MXL vs IBB
+634.0%
-446.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.7% |
| 7D | -15.9% | +0.8% | -16.6% | -15.6% |
| 30D | -44.0% | +5.2% | -49.2% | -45.8% |
| 3M | -21.3% | +8.6% | -29.9% | -27.0% |
| 6M | -46.1% | +27.8% | -73.9% | -57.0% |
| YTD | +208.8% | +28.8% | +180.0% | +142.5% |
| 1Y | +255.5% | +36.4% | +219.1% | +164.5% |
| 3Y | +223.3% | +89.3% | +134.0% | +80.2% |
| 5Y | -18.1% | +43.3% | -61.4% | -39.9% |
| 10Y | +159.9% | +130.6% | +29.3% | +36.1% |
| All | +187.9% | +634.0% | -446.1% | -59.8% |
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