+1,001.8%
TER vs IBB
+139.6%
+862.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +10.0% | +10.1% |
| 7D | -5.8% | +2.7% | -8.5% | -7.5% |
| 30D | -38.9% | +6.3% | -45.2% | -42.1% |
| 3M | -35.1% | +11.1% | -46.2% | -41.9% |
| 6M | -31.6% | +29.2% | -60.8% | -47.4% |
| YTD | +27.2% | +30.2% | -3.0% | -2.3% |
| 1Y | +35.2% | +39.5% | -4.3% | -2.9% |
| 3Y | +192.8% | +92.3% | +100.5% | +55.6% |
| 5Y | +72.4% | +43.0% | +29.4% | +21.0% |
| 10Y | +1,001.8% | +137.1% | +864.7% | +443.1% |
| All | +1,001.8% | +139.6% | +862.2% | +443.1% |
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