+751.3%
IBB vs CAPR
-98.9%
+850.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.1% | 0.0% |
| 7D | -1.4% | +25.8% | -27.1% | -1.7% |
| 30D | +6.8% | +50.2% | -43.4% | +6.0% |
| 3M | +9.2% | +185.5% | -176.3% | +7.1% |
| 6M | +28.3% | -64.8% | +93.2% | +28.8% |
| YTD | +29.4% | -61.1% | +90.5% | +29.5% |
| 1Y | +33.2% | +81.0% | -47.8% | +26.1% |
| 3Y | +90.2% | +300.7% | -210.5% | +74.8% |
| 5Y | +44.0% | +223.3% | -179.4% | +31.8% |
| 10Y | +133.1% | -58.8% | +191.8% | +107.8% |
| All | +751.3% | -98.9% | +850.2% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling