+733.7%
IBB vs CAPR
-99.1%
+832.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.7% |
| 7D | -1.8% | +41.1% | -42.9% | -2.4% |
| 30D | +5.1% | +11.1% | -6.1% | +4.8% |
| 3M | +10.7% | +115.3% | -104.6% | +9.1% |
| 6M | +22.9% | -73.8% | +96.7% | +23.9% |
| YTD | +26.7% | -68.8% | +95.5% | +27.3% |
| 1Y | +35.1% | +43.3% | -8.2% | +28.5% |
| 3Y | +80.2% | +214.7% | -134.5% | +66.3% |
| 5Y | +37.8% | +141.3% | -103.4% | +26.8% |
| 10Y | +161.2% | -67.0% | +228.2% | +133.8% |
| All | +733.7% | -99.1% | +832.8% | +631.5% |
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