+546.8%
ON vs IBB
+127.7%
+419.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +2.5% |
| 7D | +17.0% | +1.6% | +15.4% | +15.1% |
| 30D | -3.9% | +6.7% | -10.6% | -10.0% |
| 3M | -11.5% | +6.3% | -17.8% | -18.3% |
| 6M | -29.2% | +23.9% | -53.1% | -45.5% |
| YTD | +36.2% | +26.6% | +9.6% | +1.8% |
| 1Y | +49.6% | +29.6% | +20.0% | +9.0% |
| 3Y | +9.4% | +86.1% | -76.6% | -46.0% |
| 5Y | +25.8% | +40.3% | -14.5% | -14.6% |
| All | +546.8% | +127.7% | +419.0% | +186.2% |
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