+359.4%
ORLY vs IBB
+125.2%
+234.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -2.1% | -5.2% | +3.1% | -0.3% |
| 30D | -7.6% | +1.5% | -9.1% | -8.3% |
| 3M | -5.5% | +22.1% | -27.6% | -12.3% |
| 6M | -9.7% | +17.7% | -27.4% | -15.3% |
| YTD | -6.2% | +20.2% | -26.4% | -12.8% |
| 1Y | -18.6% | +44.4% | -63.1% | -29.4% |
| 3Y | +33.8% | +61.1% | -27.3% | +9.7% |
| 5Y | +116.5% | +18.5% | +98.0% | +97.9% |
| All | +359.4% | +125.2% | +234.2% | +227.2% |
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