+1,381.0%
NET vs IBB
+116.1%
+1,264.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.7% |
| 7D | -16.4% | +2.2% | -18.6% | -18.5% |
| 30D | -25.8% | +6.3% | -32.2% | -31.5% |
| 3M | -11.5% | +16.3% | -27.8% | -27.7% |
| 6M | +18.9% | +30.0% | -11.1% | -16.1% |
| YTD | +35.2% | +31.1% | +4.1% | -6.4% |
| 1Y | +14.5% | +42.0% | -27.5% | -28.9% |
| 3Y | +313.8% | +85.9% | +227.9% | +67.9% |
| 5Y | +32.6% | +38.4% | -5.8% | -14.8% |
| All | +1,381.0% | +116.1% | +1,264.9% | +587.0% |
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