+48.2%
S vs IBB
+91.0%
-42.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +1.2% | -1.4% | +2.6% | +2.5% |
| 30D | -7.3% | +6.8% | -14.1% | -10.9% |
| 3M | +5.9% | +9.2% | -3.3% | -0.9% |
| 6M | +45.6% | +28.3% | +17.3% | +19.8% |
| YTD | +58.5% | +29.4% | +29.2% | +28.5% |
| 1Y | +37.6% | +33.2% | +4.5% | +8.6% |
| All | +48.2% | +91.0% | -42.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling