+82.7%
O vs IBB
+130.8%
-48.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +3.5% | +0.8% | +2.8% | +3.2% |
| 30D | +10.4% | +5.2% | +5.2% | +8.2% |
| 3M | -2.4% | +8.6% | -11.0% | -5.7% |
| 6M | -1.2% | +27.8% | -29.0% | -10.4% |
| YTD | +10.4% | +28.8% | -18.4% | -0.6% |
| 1Y | +11.4% | +36.4% | -25.0% | -1.9% |
| 3Y | +40.4% | +89.3% | -48.9% | +7.2% |
| 5Y | +12.1% | +43.3% | -31.1% | -5.7% |
| 10Y | +82.7% | +130.6% | -47.9% | +28.7% |
| All | +82.7% | +130.8% | -48.0% | +28.7% |
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