+589.4%
SE vs IBB
+95.1%
+494.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | -6.1% | +1.4% | -7.5% | -7.6% |
| 30D | -2.5% | +10.5% | -12.9% | -13.1% |
| 3M | +21.7% | +23.6% | -1.9% | -4.8% |
| 6M | +27.0% | +22.6% | +4.4% | -0.3% |
| YTD | -12.1% | +25.7% | -37.8% | -33.3% |
| 1Y | -40.9% | +51.4% | -92.3% | -64.1% |
| 3Y | +191.0% | +64.4% | +126.6% | +50.9% |
| 5Y | -68.3% | +22.1% | -90.4% | -75.5% |
| All | +589.4% | +95.1% | +494.3% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling