-44.9%
S vs IBB
+34.6%
-79.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.9% |
| 7D | +1.4% | +0.8% | +0.6% | +0.8% |
| 30D | -10.8% | +5.2% | -16.0% | -15.4% |
| 3M | +5.4% | +8.6% | -3.2% | -5.6% |
| 6M | +41.2% | +27.8% | +13.4% | +2.2% |
| YTD | +56.2% | +28.8% | +27.4% | +10.2% |
| 1Y | +36.3% | +36.4% | -0.1% | -11.2% |
| 3Y | +49.4% | +89.3% | -39.9% | -42.1% |
| 5Y | -66.9% | +43.3% | -110.1% | -80.7% |
| All | -44.9% | +34.6% | -79.5% | -64.3% |
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 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