+1,671.4%
TER vs IBB
+129.6%
+1,541.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.3% |
| 7D | +0.6% | +1.4% | -0.8% | -0.8% |
| 30D | -8.3% | +10.5% | -18.8% | -17.4% |
| 3M | -12.2% | +23.6% | -35.9% | -29.1% |
| 6M | +17.1% | +22.6% | -5.6% | -4.1% |
| YTD | +84.7% | +25.7% | +59.0% | +47.6% |
| 1Y | +199.9% | +51.4% | +148.5% | +101.6% |
| 3Y | +232.8% | +64.4% | +168.4% | +108.1% |
| 5Y | +198.6% | +22.1% | +176.4% | +142.1% |
| All | +1,671.4% | +129.6% | +1,541.8% | +853.6% |
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