+196.7%
TECH vs IBB
+139.6%
+57.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -2.3% |
| 7D | +0.2% | +2.7% | -2.5% | -2.4% |
| 30D | +0.5% | +6.3% | -5.8% | -5.3% |
| 3M | +0.9% | +11.1% | -10.2% | -9.5% |
| 6M | +51.0% | +29.2% | +21.8% | +18.1% |
| YTD | +24.4% | +30.2% | -5.8% | -4.1% |
| 1Y | +27.6% | +39.5% | -11.9% | -7.5% |
| 3Y | +29.9% | +92.3% | -62.4% | -26.6% |
| 5Y | -40.6% | +43.0% | -83.6% | -57.6% |
| 10Y | +196.7% | +137.1% | +59.6% | +49.4% |
| All | +196.7% | +139.6% | +57.1% | +49.4% |
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