+240.9%
OMC vs IBB
+560.8%
-319.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -6.4% | +1.4% | -7.8% | -7.1% |
| 30D | +1.1% | +10.5% | -9.4% | -3.9% |
| 3M | +10.4% | +23.6% | -13.2% | -0.8% |
| 6M | -1.7% | +22.6% | -24.3% | -11.7% |
| YTD | +4.4% | +25.7% | -21.2% | -7.5% |
| 1Y | +8.4% | +51.4% | -42.9% | -12.6% |
| 3Y | +14.4% | +64.4% | -50.0% | -11.9% |
| 5Y | +33.9% | +22.1% | +11.7% | +17.1% |
| 10Y | +34.9% | +132.5% | -97.6% | -19.1% |
| All | +240.9% | +560.8% | -319.9% | -15.9% |
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 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