+220.4%
W vs IBB
+133.2%
+87.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.0% |
| 7D | -7.4% | -1.4% | -6.0% | -5.4% |
| 30D | +7.8% | +6.8% | +1.0% | -1.9% |
| 3M | +10.9% | +9.2% | +1.7% | -3.4% |
| 6M | +86.4% | +28.3% | +58.1% | +28.5% |
| YTD | +14.0% | +29.4% | -15.4% | -23.4% |
| 1Y | +3.5% | +33.2% | -29.6% | -33.5% |
| 3Y | +164.8% | +90.2% | +74.6% | +5.0% |
| 5Y | -53.1% | +44.0% | -97.1% | -69.1% |
| 10Y | +220.4% | +133.1% | +87.3% | +35.7% |
| All | +220.4% | +133.2% | +87.3% | +35.7% |
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