+76.8%
V vs IBB
+90.2%
-13.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +9.9% | +5.2% | +4.8% | +8.3% |
| 3M | +17.5% | +8.6% | +8.9% | +14.3% |
| 6M | +33.5% | +27.8% | +5.6% | +22.9% |
| YTD | +21.6% | +28.8% | -7.2% | +11.2% |
| 1Y | +27.6% | +36.4% | -8.8% | +14.1% |
| All | +76.8% | +90.2% | -13.4% | +40.1% |
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