-78.0%
SE vs IBB
+37.5%
-115.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.9% |
| 7D | +2.0% | -1.8% | +3.8% | +4.2% |
| 30D | -20.0% | +5.1% | -25.1% | -25.0% |
| 3M | -31.8% | +10.7% | -42.5% | -40.6% |
| 6M | -15.9% | +22.9% | -38.8% | -36.3% |
| YTD | -40.6% | +26.7% | -67.3% | -57.2% |
| 1Y | -50.7% | +35.1% | -85.8% | -67.6% |
| 3Y | +70.3% | +80.2% | -9.9% | -36.3% |
| All | -78.0% | +37.5% | -115.5% | -85.9% |
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