+196.2%
W vs IBB
+144.9%
+51.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -3.6% |
| 7D | -3.6% | -1.8% | -1.8% | -1.1% |
| 30D | +7.0% | +5.1% | +1.9% | +0.7% |
| 3M | +7.4% | +10.7% | -3.3% | -5.7% |
| 6M | +69.3% | +22.9% | +46.4% | +31.5% |
| YTD | +11.3% | +26.7% | -15.4% | -17.3% |
| 1Y | +13.2% | +35.1% | -21.9% | -22.5% |
| 3Y | +142.0% | +80.2% | +61.8% | +23.8% |
| 5Y | -54.6% | +37.8% | -92.5% | -65.5% |
| 10Y | +243.7% | +161.2% | +82.5% | +70.6% |
| All | +196.2% | +144.9% | +51.3% | +57.6% |
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