+109.7%
UL vs IBB
+126.8%
-17.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +4.5% | +4.6% | 0.0% | +2.9% |
| 3M | +6.5% | +6.8% | -0.3% | +4.0% |
| 6M | +18.2% | +23.1% | -4.9% | +10.5% |
| YTD | +4.7% | +26.0% | -21.3% | -3.1% |
| 1Y | +0.8% | +30.4% | -29.6% | -7.7% |
| 3Y | +35.9% | +85.4% | -49.5% | +10.1% |
| 5Y | +33.4% | +39.7% | -6.3% | +17.2% |
| All | +109.7% | +126.8% | -17.0% | +54.0% |
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