+194.7%
RF vs IBB
+560.8%
-366.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +1.3% | +1.4% | -0.1% | +0.4% |
| 30D | -3.6% | +10.5% | -14.1% | -10.0% |
| 3M | +8.1% | +23.6% | -15.6% | -6.5% |
| 6M | +11.5% | +22.6% | -11.2% | -3.4% |
| YTD | +15.6% | +25.7% | -10.1% | -1.8% |
| 1Y | +15.7% | +51.4% | -35.7% | -13.1% |
| 3Y | +86.9% | +64.4% | +22.5% | +32.3% |
| 5Y | +89.8% | +22.1% | +67.7% | +59.6% |
| 10Y | +344.7% | +132.5% | +212.2% | +138.5% |
| All | +194.7% | +560.8% | -366.1% | -33.7% |
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