+77.6%
V vs IBB
+78.6%
-1.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +13.6% | +5.1% | +8.5% | +11.9% |
| 3M | +14.3% | +10.7% | +3.6% | +10.5% |
| 6M | +33.1% | +22.9% | +10.2% | +24.1% |
| YTD | +21.2% | +26.7% | -5.5% | +11.5% |
| 1Y | +26.4% | +35.1% | -8.7% | +13.4% |
| 3Y | +77.6% | +80.2% | -2.6% | +41.4% |
| All | +77.6% | +78.6% | -1.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling