+51.4%
IBB vs CAPR
+48.7%
+2.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | +10.5% | +139.2% | -128.7% | +9.7% |
| 3M | +23.6% | -66.4% | +90.0% | +24.0% |
| 6M | +22.6% | -63.1% | +85.8% | +22.9% |
| YTD | +25.7% | -67.4% | +93.1% | +26.0% |
| 1Y | +51.4% | +58.2% | -6.9% | +47.4% |
| All | +51.4% | +48.7% | +2.6% | +47.4% |
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