+68.3%
O vs IBB
+156.3%
-88.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +3.7% | -1.8% | +5.5% | +4.3% |
| 30D | +11.2% | +5.1% | +6.1% | +9.1% |
| 3M | -4.0% | +10.7% | -14.7% | -7.8% |
| 6M | -5.2% | +22.9% | -28.1% | -12.4% |
| YTD | +9.5% | +26.7% | -17.2% | -0.4% |
| 1Y | +10.6% | +35.1% | -24.5% | -1.8% |
| 3Y | +38.1% | +80.2% | -42.1% | +8.8% |
| 5Y | +10.2% | +37.8% | -27.6% | -5.3% |
| All | +68.3% | +156.3% | -88.1% | +29.5% |
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