+444.2%
V vs IBB
+139.6%
+304.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.6% |
| 7D | -0.8% | +2.7% | -3.5% | -2.2% |
| 30D | +9.5% | +6.3% | +3.2% | +5.8% |
| 3M | +16.7% | +11.1% | +5.6% | +9.7% |
| 6M | +32.9% | +29.2% | +3.7% | +14.6% |
| YTD | +21.1% | +30.2% | -9.1% | +3.3% |
| 1Y | +26.6% | +39.5% | -12.9% | +3.8% |
| 3Y | +78.4% | +92.3% | -14.0% | +18.8% |
| 5Y | +105.5% | +43.0% | +62.5% | +60.9% |
| 10Y | +444.2% | +137.1% | +307.1% | +206.4% |
| All | +444.2% | +139.6% | +304.6% | +206.4% |
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