+1,006.2%
TER vs IBB
+130.8%
+875.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.8% |
| 7D | -8.9% | +0.8% | -9.7% | -9.0% |
| 30D | -39.1% | +5.2% | -44.2% | -41.6% |
| 3M | -32.8% | +8.6% | -41.3% | -38.4% |
| 6M | -31.7% | +27.8% | -59.6% | -47.0% |
| YTD | +26.9% | +28.8% | -1.9% | -1.5% |
| 1Y | +33.6% | +36.4% | -2.8% | -2.1% |
| 3Y | +181.5% | +89.3% | +92.2% | +51.7% |
| 5Y | +76.1% | +43.3% | +32.9% | +23.4% |
| 10Y | +1,006.2% | +130.6% | +875.6% | +453.4% |
| All | +1,006.2% | +130.8% | +875.4% | +453.4% |
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