+690.3%
UL vs IBB
+566.2%
+124.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.0% |
| 7D | +1.1% | -1.8% | +3.0% | +1.6% |
| 30D | +8.2% | +5.1% | +3.2% | +6.4% |
| 3M | +4.5% | +10.7% | -6.2% | +1.0% |
| 6M | +12.6% | +22.9% | -10.3% | +5.2% |
| YTD | +3.5% | +26.7% | -23.2% | -4.4% |
| 1Y | -0.4% | +35.1% | -35.5% | -9.9% |
| 3Y | +36.0% | +80.2% | -44.2% | +11.4% |
| 5Y | +30.9% | +37.8% | -6.9% | +15.2% |
| 10Y | +97.5% | +161.2% | -63.7% | +38.1% |
| All | +690.3% | +566.2% | +124.1% | +228.1% |
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 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