+72.2%
V vs IBB
+22.5%
+49.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | +2.0% | +10.5% | -8.5% | -2.6% |
| 3M | +17.4% | +23.6% | -6.3% | +6.4% |
| 6M | +17.5% | +22.6% | -5.1% | +6.6% |
| YTD | +7.6% | +25.7% | -18.1% | -3.7% |
| 1Y | +7.7% | +51.4% | -43.7% | -12.2% |
| 3Y | +54.7% | +64.4% | -9.7% | +18.6% |
| All | +72.2% | +22.5% | +49.7% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling