+655.3%
P vs IBB
+133.2%
+522.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.1% |
| 7D | -4.7% | -1.4% | -3.4% | -2.9% |
| 30D | -31.4% | +6.8% | -38.2% | -34.8% |
| 3M | -2.6% | +9.2% | -11.9% | -9.9% |
| 6M | +21.9% | +28.3% | -6.4% | -2.6% |
| YTD | +58.9% | +29.4% | +29.6% | +25.4% |
| 1Y | +21.7% | +33.2% | -11.4% | -7.0% |
| 3Y | +193.3% | +90.2% | +103.1% | +58.1% |
| 5Y | +275.1% | +44.0% | +231.1% | +160.0% |
| 10Y | +655.3% | +133.1% | +522.2% | +266.6% |
| All | +655.3% | +133.2% | +522.1% | +266.6% |
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