+504.4%
NOW vs IBB
+127.7%
+376.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -3.0% |
| 30D | -27.4% | +6.7% | -34.1% | -31.4% |
| 3M | -19.4% | +6.3% | -25.8% | -24.4% |
| 6M | +13.1% | +23.9% | -10.8% | -7.6% |
| YTD | -34.3% | +26.6% | -60.9% | -47.9% |
| 1Y | -41.8% | +29.6% | -71.4% | -54.9% |
| 3Y | -20.7% | +86.1% | -106.8% | -57.5% |
| 5Y | -27.2% | +40.3% | -67.6% | -48.5% |
| All | +504.4% | +127.7% | +376.7% | +183.8% |
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