-67.5%
S vs IBB
+43.4%
-110.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | +1.2% | -1.4% | +2.6% | +3.2% |
| 30D | -7.3% | +6.8% | -14.1% | -13.8% |
| 3M | +5.9% | +9.2% | -3.3% | -6.2% |
| 6M | +45.6% | +28.3% | +17.3% | +3.8% |
| YTD | +58.5% | +29.4% | +29.2% | +10.0% |
| 1Y | +37.6% | +33.2% | +4.5% | -8.5% |
| 3Y | +51.7% | +90.2% | -38.5% | -44.4% |
| 5Y | -67.5% | +44.0% | -111.5% | -79.1% |
| All | -67.5% | +43.4% | -110.9% | -79.1% |
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 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