+634.6%
P vs IBB
+126.8%
+507.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | +11.6% | -0.5% | +12.1% | +12.1% |
| 30D | -23.7% | +4.6% | -28.2% | -26.0% |
| 3M | -8.0% | +6.8% | -14.8% | -13.3% |
| 6M | +27.9% | +23.1% | +4.8% | +5.9% |
| YTD | +61.2% | +26.0% | +35.1% | +30.0% |
| 1Y | +28.6% | +30.4% | -1.8% | -0.1% |
| 3Y | +200.5% | +85.4% | +115.0% | +65.5% |
| 5Y | +282.9% | +39.7% | +243.2% | +172.3% |
| All | +634.6% | +126.8% | +507.9% | +266.9% |
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 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