+1,031.9%
NBIS vs IBB
+46.2%
+985.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.4% |
| 7D | +8.2% | +1.4% | +6.8% | +6.6% |
| 30D | +3.4% | +10.5% | -7.1% | -8.5% |
| 3M | -12.8% | +23.6% | -36.5% | -32.7% |
| 6M | +131.5% | +22.6% | +108.9% | +80.3% |
| YTD | +170.5% | +25.7% | +144.8% | +104.9% |
| 1Y | +248.8% | +51.4% | +197.4% | +114.9% |
| All | +1,031.9% | +46.2% | +985.7% | +589.3% |
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