+13,728.5%
ORLY vs IBB
+562.7%
+13,165.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +6.3% | +4.6% | +1.8% | +4.1% |
| 3M | -0.4% | +6.8% | -7.2% | -3.7% |
| 6M | +2.8% | +23.1% | -20.3% | -6.7% |
| YTD | +1.1% | +26.0% | -25.0% | -9.3% |
| 1Y | -6.3% | +30.4% | -36.6% | -17.1% |
| 3Y | +38.9% | +85.4% | -46.6% | +3.5% |
| 5Y | +113.1% | +39.7% | +73.3% | +76.7% |
| 10Y | +426.2% | +127.1% | +299.1% | +238.6% |
| All | +13,728.5% | +562.7% | +13,165.8% | +4,120.2% |
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 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