+77.0%
SO vs IBB
+37.5%
+39.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -1.5% | -1.8% | +0.4% | -1.2% |
| 30D | +8.1% | +5.1% | +3.0% | +7.1% |
| 3M | +0.2% | +10.7% | -10.5% | -1.8% |
| 6M | +0.4% | +22.9% | -22.5% | -3.5% |
| YTD | +8.5% | +26.7% | -18.2% | +3.4% |
| 1Y | +4.9% | +35.1% | -30.2% | -1.3% |
| 3Y | +47.9% | +80.2% | -32.3% | +29.1% |
| All | +77.0% | +37.5% | +39.5% | +50.9% |
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