-69.4%
U vs IBB
+22.5%
-91.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.4% |
| 7D | -3.8% | +1.4% | -5.2% | -6.0% |
| 30D | +17.5% | +10.5% | +7.0% | -1.2% |
| 3M | +38.7% | +23.6% | +15.1% | -3.8% |
| 6M | +104.4% | +22.6% | +81.8% | +41.0% |
| YTD | -5.7% | +25.7% | -31.4% | -38.6% |
| 1Y | +3.7% | +51.4% | -47.7% | -52.3% |
| 3Y | +12.3% | +64.4% | -52.1% | -56.7% |
| All | -69.4% | +22.5% | -91.9% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling