+31.0%
O vs IBB
+64.8%
-33.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.7% | +1.4% | -2.2% | -1.1% |
| 30D | -1.9% | +10.5% | -12.4% | -4.7% |
| 3M | +3.8% | +23.6% | -19.8% | -2.3% |
| 6M | -4.7% | +22.6% | -27.4% | -10.3% |
| YTD | +12.5% | +25.7% | -13.2% | +4.9% |
| 1Y | +10.8% | +51.4% | -40.5% | -3.2% |
| All | +31.0% | +64.8% | -33.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling