+25.1%
RF vs IBB
+42.2%
-17.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +2.3% | +2.2% | 0.0% | +1.9% |
| 30D | +7.2% | +6.3% | +0.9% | +6.1% |
| 3M | -8.2% | +16.3% | -24.5% | -11.3% |
| 6M | +7.0% | +30.0% | -22.9% | -0.4% |
| YTD | +10.3% | +31.1% | -20.9% | +1.4% |
| 1Y | +25.1% | +42.0% | -16.9% | +11.2% |
| All | +25.1% | +42.2% | -17.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling