+43.7%
RF vs IBB
+34.6%
+9.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | +0.5% |
| 7D | -1.6% | -3.6% | +2.0% | +0.2% |
| 30D | +5.0% | +3.4% | +1.6% | +2.9% |
| 3M | -10.0% | +9.5% | -19.5% | -15.2% |
| 6M | +3.3% | +23.3% | -20.0% | -9.6% |
| YTD | +7.9% | +24.5% | -16.6% | -6.6% |
| 1Y | +21.2% | +32.9% | -11.7% | +0.6% |
| 3Y | +105.8% | +76.6% | +29.3% | +41.5% |
| 5Y | +43.7% | +35.5% | +8.2% | +1.1% |
| All | +43.7% | +34.6% | +9.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling