+61.4%
T vs IBB
+133.2%
-71.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +2.0% | -1.4% | +3.3% | +2.3% |
| 30D | -1.0% | +6.8% | -7.8% | -2.8% |
| 3M | -8.1% | +9.2% | -17.3% | -10.6% |
| 6M | -8.3% | +28.3% | -36.6% | -15.0% |
| YTD | -6.1% | +29.4% | -35.5% | -13.6% |
| 1Y | -7.4% | +33.2% | -40.5% | -15.6% |
| 3Y | +65.4% | +90.2% | -24.7% | +32.3% |
| 5Y | +57.6% | +44.0% | +13.7% | +36.8% |
| 10Y | +61.4% | +133.1% | -71.7% | +15.3% |
| All | +61.4% | +133.2% | -71.8% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling