+376.8%
V vs IBB
+122.6%
+254.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | -1.1% | -1.7% | +0.6% | -0.2% |
| 30D | +1.9% | +4.9% | -3.0% | -0.9% |
| 3M | +15.5% | +24.2% | -8.7% | +2.5% |
| 6M | +16.6% | +23.8% | -7.2% | +3.1% |
| YTD | +5.7% | +23.0% | -17.2% | -6.4% |
| 1Y | +8.6% | +46.2% | -37.6% | -12.8% |
| 3Y | +52.5% | +64.8% | -12.3% | +12.2% |
| 5Y | +67.1% | +20.9% | +46.2% | +44.7% |
| 10Y | +376.8% | +121.6% | +255.2% | +191.8% |
| All | +376.8% | +122.6% | +254.1% | +191.8% |
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