+686.6%
P vs IBB
+156.3%
+530.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.1% |
| 7D | -23.8% | -1.8% | -22.0% | -22.1% |
| 30D | -36.6% | +5.1% | -41.7% | -38.9% |
| 3M | +10.9% | +10.7% | +0.2% | +1.4% |
| 6M | +30.0% | +22.9% | +7.1% | +7.8% |
| YTD | +44.4% | +26.7% | +17.7% | +16.1% |
| 1Y | +3.9% | +35.1% | -31.2% | -21.7% |
| 3Y | +176.6% | +80.2% | +96.4% | +57.4% |
| 5Y | +249.3% | +37.8% | +211.4% | +152.6% |
| All | +686.6% | +156.3% | +530.3% | +269.0% |
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