+668.7%
UL vs IBB
+560.8%
+107.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.3% | +1.4% | -2.8% | -1.8% |
| 30D | +0.5% | +10.5% | -10.0% | -2.6% |
| 3M | +17.6% | +23.6% | -6.0% | +10.0% |
| 6M | -5.4% | +22.6% | -28.0% | -11.4% |
| YTD | +0.7% | +25.7% | -25.0% | -6.5% |
| 1Y | -9.3% | +51.4% | -60.6% | -20.6% |
| 3Y | +24.5% | +64.4% | -39.8% | +5.2% |
| 5Y | +23.2% | +22.1% | +1.1% | +12.7% |
| 10Y | +64.5% | +132.5% | -68.0% | +19.4% |
| All | +668.7% | +560.8% | +107.9% | +220.7% |
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