-41.6%
NOK vs IBB
+580.2%
-621.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.0% |
| 7D | +2.2% | -1.4% | +3.5% | +3.4% |
| 30D | -14.7% | +6.8% | -21.5% | -18.2% |
| 3M | -10.6% | +9.2% | -19.8% | -16.2% |
| 6M | -39.4% | +28.3% | -67.7% | -49.3% |
| YTD | +30.4% | +29.4% | +1.1% | +8.0% |
| 1Y | +22.3% | +33.2% | -10.8% | -0.7% |
| 3Y | +157.6% | +90.2% | +67.4% | +60.5% |
| 5Y | +64.6% | +44.0% | +20.6% | +22.8% |
| 10Y | +132.5% | +133.1% | -0.6% | +17.3% |
| All | -41.6% | +580.2% | -621.8% | -89.6% |
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