-24.7%
U vs IBB
+59.5%
-84.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +3.1% |
| 7D | +36.6% | -1.8% | +38.4% | +38.4% |
| 30D | +13.3% | +5.1% | +8.3% | +3.3% |
| 3M | +26.2% | +10.7% | +15.5% | +3.7% |
| 6M | +88.7% | +22.9% | +65.9% | +30.3% |
| YTD | +16.6% | +26.7% | -10.1% | -25.2% |
| 1Y | +29.0% | +35.1% | -6.2% | -26.2% |
| 3Y | +99.5% | +80.2% | +19.3% | -31.2% |
| 5Y | -66.1% | +37.8% | -104.0% | -81.0% |
| All | -24.7% | +59.5% | -84.2% | -66.2% |
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