+65.5%
T vs IBB
+86.9%
-21.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.6% |
| 30D | -2.9% | +6.7% | -9.6% | -2.9% |
| 3M | -7.5% | +6.3% | -13.8% | -7.5% |
| 6M | -9.9% | +23.9% | -33.8% | -10.5% |
| YTD | -6.4% | +26.6% | -33.0% | -7.4% |
| 1Y | -9.4% | +29.6% | -39.0% | -10.6% |
| All | +65.5% | +86.9% | -21.4% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling