+545.4%
TER vs IBB
+554.8%
-9.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.0% | -10.2% | -10.8% |
| 7D | -28.2% | -3.6% | -24.6% | -25.5% |
| 30D | -50.6% | +3.4% | -54.0% | -51.9% |
| 3M | -45.3% | +9.5% | -54.8% | -50.2% |
| 6M | -40.4% | +23.3% | -63.7% | -51.1% |
| YTD | +10.0% | +24.5% | -14.5% | -10.2% |
| 1Y | +13.6% | +32.9% | -19.3% | -12.6% |
| 3Y | +145.2% | +76.6% | +68.7% | +48.1% |
| 5Y | +50.4% | +35.5% | +14.9% | +15.7% |
| 10Y | +882.9% | +156.7% | +726.2% | +331.4% |
| All | +545.4% | +554.8% | -9.4% | -7.8% |
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