+50.3%
O vs IBB
+122.6%
-72.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -0.6% | -1.7% | +1.1% | 0.0% |
| 30D | -2.0% | +4.9% | -6.8% | -3.8% |
| 3M | +3.0% | +24.2% | -21.2% | -4.9% |
| 6M | -3.6% | +23.8% | -27.5% | -11.2% |
| YTD | +12.1% | +23.0% | -10.9% | +3.3% |
| 1Y | +8.9% | +46.2% | -37.3% | -6.0% |
| 3Y | +30.3% | +64.8% | -34.5% | +6.3% |
| 5Y | +13.7% | +20.9% | -7.2% | +2.6% |
| 10Y | +50.3% | +121.6% | -71.3% | +14.1% |
| All | +50.3% | +122.6% | -72.4% | +14.1% |
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