+272.5%
RF vs IBB
+156.3%
+116.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.4% |
| 7D | -0.9% | -1.8% | +0.9% | +0.1% |
| 30D | +6.0% | +5.1% | +1.0% | +2.5% |
| 3M | -8.9% | +10.7% | -19.6% | -15.4% |
| 6M | +2.3% | +22.9% | -20.6% | -11.6% |
| YTD | +7.6% | +26.7% | -19.1% | -9.4% |
| 1Y | +21.2% | +35.1% | -14.0% | -2.2% |
| 3Y | +108.5% | +80.2% | +28.3% | +37.8% |
| 5Y | +43.2% | +37.8% | +5.4% | +11.0% |
| All | +272.5% | +156.3% | +116.2% | +82.8% |
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