+24.5%
Q vs IBB
+35.9%
-11.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.6% |
| 30D | -2.7% | +4.6% | -7.2% | -4.4% |
| 3M | -16.9% | +6.8% | -23.8% | -21.0% |
| 6M | -26.9% | +23.1% | -50.0% | -39.8% |
| YTD | +45.2% | +26.0% | +19.2% | +16.8% |
| 1Y | +38.1% | +30.4% | +7.8% | +9.5% |
| All | +24.5% | +35.9% | -11.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling