+38.1%
O vs IBB
+78.6%
-40.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +3.7% | -1.8% | +5.5% | +4.1% |
| 30D | +11.2% | +5.1% | +6.1% | +9.7% |
| 3M | -4.0% | +10.7% | -14.7% | -6.7% |
| 6M | -5.2% | +22.9% | -28.1% | -10.4% |
| YTD | +9.5% | +26.7% | -17.2% | +2.3% |
| 1Y | +10.6% | +35.1% | -24.5% | +1.2% |
| 3Y | +38.1% | +80.2% | -42.1% | +7.9% |
| All | +38.1% | +78.6% | -40.5% | +7.9% |
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