+2,593.6%
NDAQ vs IBB
+1,232.4%
+1,361.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.7% |
| 7D | +0.8% | -1.8% | +2.7% | +1.8% |
| 30D | +16.5% | +5.1% | +11.5% | +13.0% |
| 3M | +13.5% | +10.7% | +2.8% | +6.2% |
| 6M | +20.9% | +22.9% | -2.0% | +6.1% |
| YTD | +11.4% | +26.7% | -15.3% | -4.4% |
| 1Y | +25.9% | +35.1% | -9.2% | +3.9% |
| 3Y | +119.9% | +80.2% | +39.7% | +50.8% |
| 5Y | +61.7% | +37.8% | +23.9% | +28.2% |
| 10Y | +481.6% | +161.2% | +320.4% | +197.5% |
| All | +2,593.6% | +1,232.4% | +1,361.2% | +376.4% |
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