+270.3%
OMC vs IBB
+577.3%
-306.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +6.8% | +0.8% | +6.0% | +6.3% |
| 30D | +16.2% | +5.2% | +11.0% | +13.1% |
| 3M | +6.0% | +8.6% | -2.6% | +1.2% |
| 6M | +17.7% | +27.8% | -10.1% | +3.5% |
| YTD | +13.5% | +28.8% | -15.3% | -1.1% |
| 1Y | +27.2% | +36.4% | -9.2% | +7.7% |
| 3Y | +30.4% | +89.3% | -58.9% | -6.6% |
| 5Y | +53.5% | +43.3% | +10.2% | +24.0% |
| 10Y | +57.0% | +130.6% | -73.6% | -5.1% |
| All | +270.3% | +577.3% | -306.9% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling