+1,040.6%
NBIS vs IBB
+39.8%
+1,000.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -3.7% |
| 7D | +8.3% | -5.2% | +13.5% | +13.9% |
| 30D | +18.1% | +1.5% | +16.6% | +14.4% |
| 3M | +7.8% | +22.1% | -14.4% | -16.8% |
| 6M | +136.6% | +17.7% | +118.8% | +91.1% |
| YTD | +172.5% | +20.2% | +152.3% | +115.3% |
| 1Y | +144.3% | +44.4% | +99.8% | +56.9% |
| All | +1,040.6% | +39.8% | +1,000.7% | +624.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling