-53.1%
ROKU vs IBB
+17.1%
-70.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.7% |
| 7D | -2.6% | -5.2% | +2.6% | +4.7% |
| 30D | +2.1% | +1.5% | +0.7% | -1.4% |
| 3M | +31.8% | +22.1% | +9.7% | -3.6% |
| 6M | +53.3% | +17.7% | +35.5% | +17.4% |
| YTD | +42.1% | +20.2% | +21.9% | +4.6% |
| 1Y | +62.3% | +44.4% | +17.9% | -11.6% |
| 3Y | +84.6% | +61.1% | +23.6% | -18.3% |
| 5Y | -53.1% | +18.5% | -71.6% | -66.3% |
| All | -53.1% | +17.1% | -70.2% | -66.3% |
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