+322.4%
NET vs IBB
+84.9%
+237.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.1% |
| 7D | -16.4% | +2.2% | -18.6% | -17.4% |
| 30D | -25.8% | +6.3% | -32.2% | -28.6% |
| 3M | -11.5% | +16.3% | -27.8% | -19.9% |
| 6M | +18.9% | +30.0% | -11.1% | -0.1% |
| YTD | +35.2% | +31.1% | +4.1% | +12.9% |
| 1Y | +14.5% | +42.0% | -27.5% | -9.7% |
| All | +322.4% | +84.9% | +237.5% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling