+129.8%
NOK vs IBB
+122.2%
+7.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +9.3% | -3.9% | +13.2% | +11.7% |
| 30D | +17.9% | +2.7% | +15.1% | +15.5% |
| 3M | -22.3% | +21.4% | -43.7% | -30.9% |
| 6M | +36.4% | +20.1% | +16.3% | +21.6% |
| YTD | +66.3% | +21.9% | +44.4% | +46.9% |
| 1Y | +134.4% | +44.1% | +90.3% | +87.7% |
| 3Y | +186.6% | +63.4% | +123.2% | +109.8% |
| 5Y | +102.7% | +19.8% | +82.9% | +75.0% |
| 10Y | +129.8% | +127.0% | +2.8% | +38.9% |
| All | +129.8% | +122.2% | +7.6% | +38.9% |
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