+562.1%
TER vs IBB
+566.2%
-4.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +1.0% |
| 7D | -20.5% | -1.8% | -18.6% | -18.8% |
| 30D | -47.0% | +5.1% | -52.1% | -49.1% |
| 3M | -43.3% | +10.7% | -54.0% | -48.8% |
| 6M | -42.9% | +22.9% | -65.8% | -53.1% |
| YTD | +12.9% | +26.7% | -13.8% | -9.3% |
| 1Y | +18.2% | +35.1% | -16.9% | -10.4% |
| 3Y | +151.8% | +80.2% | +71.6% | +49.4% |
| 5Y | +54.2% | +37.8% | +16.4% | +16.9% |
| 10Y | +908.2% | +161.2% | +747.0% | +335.9% |
| All | +562.1% | +566.2% | -4.1% | -6.8% |
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