+163.6%
W vs IBB
+142.9%
+20.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.6% |
| 7D | -4.2% | +1.4% | -5.6% | -5.9% |
| 30D | -7.6% | +10.5% | -18.1% | -18.7% |
| 3M | +37.2% | +23.6% | +13.5% | +5.9% |
| 6M | +26.3% | +22.6% | +3.7% | -1.7% |
| YTD | -1.0% | +25.7% | -26.7% | -25.7% |
| 1Y | +20.1% | +51.4% | -31.3% | -28.7% |
| 3Y | +37.8% | +64.4% | -26.6% | -21.1% |
| 5Y | -63.7% | +22.1% | -85.8% | -68.9% |
| 10Y | +156.3% | +132.5% | +23.9% | +36.2% |
| All | +163.6% | +142.9% | +20.7% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling