+104.6%
UL vs IBB
+130.8%
-26.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +6.8% | +5.2% | +1.6% | +5.0% |
| 3M | +5.7% | +8.6% | -2.8% | +2.8% |
| 6M | +15.9% | +27.8% | -11.9% | +7.2% |
| YTD | +4.3% | +28.8% | -24.5% | -4.0% |
| 1Y | -0.4% | +36.4% | -36.8% | -10.0% |
| 3Y | +35.0% | +89.3% | -54.4% | +8.8% |
| 5Y | +31.6% | +43.3% | -11.7% | +14.8% |
| 10Y | +104.6% | +130.6% | -26.0% | +47.8% |
| All | +104.6% | +130.8% | -26.1% | +47.8% |
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 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