+127.0%
IBB vs EFV
+162.1%
-35.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.5% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +21.4% | +8.4% | +12.9% | +14.3% |
| 6M | +20.1% | +12.3% | +7.7% | +10.1% |
| YTD | +21.9% | +17.4% | +4.5% | +8.1% |
| 1Y | +44.1% | +27.1% | +17.0% | +20.6% |
| 3Y | +63.4% | +90.7% | -27.4% | +1.6% |
| 5Y | +19.8% | +95.6% | -75.9% | -27.5% |
| 10Y | +127.0% | +165.3% | -38.3% | +11.8% |
| All | +127.0% | +162.1% | -35.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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