+1,453.3%
SO vs IBB
+566.2%
+887.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -1.5% | -1.8% | +0.4% | -1.1% |
| 30D | +8.1% | +5.1% | +3.0% | +6.8% |
| 3M | +0.2% | +10.7% | -10.5% | -2.3% |
| 6M | +0.4% | +22.9% | -22.5% | -4.4% |
| YTD | +8.5% | +26.7% | -18.2% | +2.4% |
| 1Y | +4.9% | +35.1% | -30.2% | -2.4% |
| 3Y | +47.9% | +80.2% | -32.3% | +27.9% |
| 5Y | +75.7% | +37.8% | +37.8% | +59.7% |
| 10Y | +178.0% | +161.2% | +16.8% | +116.4% |
| All | +1,453.3% | +566.2% | +887.1% | +679.2% |
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