+175.2%
RF vs IBB
+554.8%
-379.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | +1.0% |
| 7D | -1.6% | -3.6% | +2.0% | +0.6% |
| 30D | +5.0% | +3.4% | +1.6% | +2.5% |
| 3M | -10.0% | +9.5% | -19.5% | -16.0% |
| 6M | +3.3% | +23.3% | -20.0% | -11.1% |
| YTD | +7.9% | +24.5% | -16.6% | -8.2% |
| 1Y | +21.2% | +32.9% | -11.7% | -1.3% |
| 3Y | +105.8% | +76.6% | +29.3% | +38.3% |
| 5Y | +43.7% | +35.5% | +8.2% | +12.6% |
| 10Y | +289.4% | +156.7% | +132.7% | +95.5% |
| All | +175.2% | +554.8% | -379.6% | -38.1% |
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 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