+235.5%
MXL vs IBB
+616.2%
-380.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.3% |
| 7D | +1.6% | +1.4% | +0.2% | +0.3% |
| 30D | -7.0% | +10.5% | -17.5% | -15.9% |
| 3M | -33.4% | +23.6% | -57.0% | -45.6% |
| 6M | +260.2% | +22.6% | +237.5% | +193.0% |
| YTD | +260.0% | +25.7% | +234.3% | +186.1% |
| 1Y | +303.5% | +51.4% | +252.1% | +171.0% |
| 3Y | +160.4% | +64.4% | +96.1% | +63.4% |
| 5Y | +14.7% | +22.1% | -7.4% | -4.6% |
| 10Y | +215.6% | +132.5% | +83.1% | +62.4% |
| All | +235.5% | +616.2% | -380.7% | -52.6% |
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