+948.5%
NI vs IBB
+532.8%
+415.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | 0.0% | -4.2% | +4.3% | +1.5% |
| 30D | -1.4% | +1.1% | -2.5% | -1.9% |
| 3M | -10.6% | +19.0% | -29.6% | -15.9% |
| 6M | -9.3% | +18.9% | -28.2% | -14.9% |
| YTD | +1.1% | +20.3% | -19.2% | -5.6% |
| 1Y | +3.4% | +41.5% | -38.1% | -8.7% |
| 3Y | +67.9% | +60.3% | +7.6% | +40.7% |
| 5Y | +98.0% | +18.7% | +79.2% | +80.8% |
| 10Y | +143.6% | +124.2% | +19.4% | +72.5% |
| All | +948.5% | +532.8% | +415.7% | +290.3% |
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