+42.0%
IBB vs CAPR
+47.4%
-5.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.6% | +2.6% |
| 7D | +2.2% | +43.2% | -41.0% | +1.9% |
| 30D | +6.3% | +14.7% | -8.3% | +6.2% |
| 3M | +16.3% | +113.9% | -97.6% | +15.5% |
| 6M | +30.0% | -73.4% | +103.4% | +30.5% |
| YTD | +31.1% | -69.1% | +100.2% | +31.5% |
| 1Y | +42.0% | +47.2% | -5.2% | +40.5% |
| All | +42.0% | +47.4% | -5.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling