+89.3%
IBB vs CAPR
+222.5%
-133.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -1.0% |
| 7D | +0.8% | +7.6% | -6.9% | +0.7% |
| 30D | +5.2% | +13.3% | -8.1% | +4.9% |
| 3M | +8.6% | +130.4% | -121.8% | +7.1% |
| 6M | +27.8% | -70.8% | +98.6% | +28.6% |
| YTD | +28.8% | -69.3% | +98.1% | +29.4% |
| 1Y | +36.4% | +59.5% | -23.1% | +30.4% |
| 3Y | +89.3% | +216.8% | -127.4% | +64.9% |
| All | +89.3% | +222.5% | -133.2% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling