+37.2%
IBB vs CAPR
+142.6%
-105.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.6% |
| 7D | -1.8% | +41.1% | -42.9% | -2.5% |
| 30D | +5.1% | +11.1% | -6.1% | +4.8% |
| 3M | +10.7% | +115.3% | -104.6% | +8.7% |
| 6M | +22.9% | -73.8% | +96.7% | +24.2% |
| YTD | +26.7% | -68.8% | +95.5% | +27.5% |
| 1Y | +35.1% | +43.3% | -8.2% | +27.1% |
| 3Y | +80.2% | +214.7% | -134.5% | +44.4% |
| All | +37.2% | +142.6% | -105.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling