+32.9%
W vs IBB
+64.8%
-31.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.9% |
| 7D | -4.2% | +1.4% | -5.6% | -6.4% |
| 30D | -7.6% | +10.5% | -18.1% | -21.7% |
| 3M | +37.2% | +23.6% | +13.5% | -2.0% |
| 6M | +26.3% | +22.6% | +3.7% | -9.1% |
| YTD | -1.0% | +25.7% | -26.7% | -32.4% |
| 1Y | +20.1% | +51.4% | -31.3% | -41.6% |
| All | +32.9% | +64.8% | -31.9% | -41.8% |
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 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