+15.8%
Q vs IBB
+34.3%
-18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.0% | -2.3% | -4.4% |
| 7D | -10.3% | -3.6% | -6.7% | -8.2% |
| 30D | -17.7% | +3.4% | -21.0% | -18.7% |
| 3M | -18.8% | +9.5% | -28.3% | -24.8% |
| 6M | -24.8% | +23.3% | -48.1% | -38.5% |
| YTD | +35.0% | +24.5% | +10.5% | +9.1% |
| 1Y | +10.7% | +32.9% | -22.2% | -12.9% |
| All | +15.8% | +34.3% | -18.5% | -9.3% |
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