+130.6%
IBB vs CAPR
-68.2%
+198.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -0.9% |
| 7D | +0.8% | +7.6% | -6.9% | +0.6% |
| 30D | +5.2% | +13.3% | -8.1% | +4.8% |
| 3M | +8.6% | +130.4% | -121.8% | +6.4% |
| 6M | +27.8% | -70.8% | +98.6% | +28.9% |
| YTD | +28.8% | -69.3% | +98.1% | +29.6% |
| 1Y | +36.4% | +59.5% | -23.1% | +27.6% |
| 3Y | +89.3% | +216.8% | -127.4% | +69.3% |
| 5Y | +43.3% | +152.7% | -109.4% | +27.2% |
| 10Y | +130.6% | -68.2% | +198.9% | +97.2% |
| All | +130.6% | -68.2% | +198.9% | +97.2% |
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