+476.5%
V vs IBB
+127.7%
+348.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -1.3% |
| 30D | +6.3% | +6.7% | -0.4% | +2.5% |
| 3M | +17.2% | +6.3% | +10.8% | +12.6% |
| 6M | +29.2% | +23.9% | +5.3% | +13.8% |
| YTD | +20.8% | +26.6% | -5.8% | +4.5% |
| 1Y | +25.0% | +29.6% | -4.6% | +6.6% |
| 3Y | +75.3% | +86.1% | -10.8% | +18.6% |
| 5Y | +105.8% | +40.3% | +65.5% | +62.4% |
| All | +476.5% | +127.7% | +348.8% | +231.6% |
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 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