+137.1%
IBB vs CAPR
-64.9%
+202.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +2.6% |
| 7D | +2.7% | +36.0% | -33.3% | +2.1% |
| 30D | +6.3% | +25.8% | -19.5% | +5.8% |
| 3M | +11.1% | +140.8% | -129.8% | +8.8% |
| 6M | +29.2% | -67.6% | +96.8% | +30.1% |
| YTD | +30.2% | -65.9% | +96.1% | +30.8% |
| 1Y | +39.5% | +66.1% | -26.6% | +30.5% |
| 3Y | +92.3% | +256.9% | -164.5% | +71.6% |
| 5Y | +43.0% | +172.1% | -129.1% | +26.8% |
| 10Y | +137.1% | -64.7% | +201.8% | +102.4% |
| All | +137.1% | -64.9% | +202.0% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling