+261.5%
RF vs IBB
+139.6%
+121.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.5% |
| 7D | -0.1% | +2.7% | -2.8% | -1.8% |
| 30D | +7.0% | +6.3% | +0.7% | +2.8% |
| 3M | -7.0% | +11.1% | -18.1% | -13.7% |
| 6M | +6.8% | +29.2% | -22.5% | -10.6% |
| YTD | +9.9% | +30.2% | -20.3% | -8.9% |
| 1Y | +21.1% | +39.5% | -18.4% | -4.1% |
| 3Y | +119.6% | +92.3% | +27.3% | +39.3% |
| 5Y | +46.2% | +43.0% | +3.2% | +10.8% |
| 10Y | +261.5% | +137.1% | +124.4% | +87.8% |
| All | +261.5% | +139.6% | +121.9% | +87.8% |
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