+1,186.0%
TECH vs IBB
+554.8%
+631.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +3.4% |
| 7D | -0.1% | -3.6% | +3.5% | +2.3% |
| 30D | +0.3% | +3.4% | -3.1% | -2.5% |
| 3M | +1.0% | +9.5% | -8.5% | -6.3% |
| 6M | +28.6% | +23.3% | +5.3% | +9.0% |
| YTD | +24.1% | +24.5% | -0.5% | +4.5% |
| 1Y | +21.9% | +32.9% | -11.0% | -1.8% |
| 3Y | +25.7% | +76.6% | -50.9% | -14.5% |
| 5Y | -40.2% | +35.5% | -75.7% | -50.9% |
| 10Y | +210.1% | +156.7% | +53.3% | +66.5% |
| All | +1,186.0% | +554.8% | +631.2% | +204.9% |
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 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