-78.0%
SE vs IBB
+39.3%
-117.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.6% |
| 7D | -0.5% | -0.5% | 0.0% | 0.0% |
| 30D | -20.9% | +4.6% | -25.5% | -25.4% |
| 3M | -38.9% | +6.8% | -45.7% | -44.5% |
| 6M | -19.4% | +23.1% | -42.5% | -39.3% |
| YTD | -40.9% | +26.0% | -67.0% | -57.2% |
| 1Y | -46.2% | +30.4% | -76.6% | -62.9% |
| 3Y | +63.7% | +85.4% | -21.7% | -42.3% |
| All | -78.0% | +39.3% | -117.4% | -86.3% |
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