+66.7%
UL vs IBB
+122.6%
-56.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.4% |
| 7D | -1.3% | -1.7% | +0.4% | -0.8% |
| 30D | +0.9% | +4.9% | -3.9% | -0.6% |
| 3M | +14.2% | +24.2% | -10.0% | +7.0% |
| 6M | -3.2% | +23.8% | -27.0% | -9.4% |
| YTD | -0.3% | +23.0% | -23.3% | -6.6% |
| 1Y | -8.8% | +46.2% | -54.9% | -19.0% |
| 3Y | +23.9% | +64.8% | -41.0% | +4.9% |
| 5Y | +21.4% | +20.9% | +0.4% | +11.9% |
| 10Y | +66.7% | +121.6% | -54.9% | +27.1% |
| All | +66.7% | +122.6% | -56.0% | +27.1% |
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