+842.3%
ON vs IBB
+566.2%
+276.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -1.0% |
| 7D | -11.7% | -1.8% | -9.8% | -10.0% |
| 30D | -23.3% | +5.1% | -28.3% | -26.5% |
| 3M | -19.2% | +10.7% | -29.9% | -26.8% |
| 6M | -40.1% | +22.9% | -63.0% | -51.1% |
| YTD | +16.9% | +26.7% | -9.8% | -7.2% |
| 1Y | +29.7% | +35.1% | -5.4% | -2.7% |
| 3Y | -4.4% | +80.2% | -84.6% | -43.1% |
| 5Y | +7.1% | +37.8% | -30.8% | -18.0% |
| 10Y | +447.2% | +161.2% | +286.0% | +154.9% |
| All | +842.3% | +566.2% | +276.1% | +59.1% |
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