+358.3%
SE vs IBB
+96.5%
+261.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +3.0% |
| 7D | -1.5% | +1.6% | -3.1% | -3.3% |
| 30D | -22.3% | +6.7% | -29.0% | -28.1% |
| 3M | -41.8% | +6.3% | -48.2% | -46.4% |
| 6M | -22.4% | +23.9% | -46.3% | -40.3% |
| YTD | -41.6% | +26.6% | -68.2% | -56.4% |
| 1Y | -48.0% | +29.6% | -77.7% | -62.3% |
| 3Y | +63.9% | +86.1% | -22.2% | -28.3% |
| 5Y | -78.2% | +40.3% | -118.5% | -85.5% |
| All | +358.3% | +96.5% | +261.8% | +118.0% |
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