-1.4%
UL vs IBB
+30.0%
-31.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.6% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | +5.7% | +6.7% | -1.0% | +4.3% |
| 3M | +7.0% | +6.3% | +0.6% | +5.6% |
| 6M | +16.1% | +23.9% | -7.8% | +11.9% |
| YTD | +3.6% | +26.6% | -23.0% | -0.2% |
| 1Y | -1.4% | +29.6% | -31.0% | -5.6% |
| All | -1.4% | +30.0% | -31.4% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling