+133.1%
IBB vs EFV
+161.2%
-28.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -1.0% | -0.4% | -0.6% |
| 30D | +6.8% | +3.1% | +3.7% | +4.4% |
| 3M | +9.2% | -1.2% | +10.5% | +10.2% |
| 6M | +28.3% | +5.6% | +22.7% | +23.2% |
| YTD | +29.4% | +15.8% | +13.6% | +16.0% |
| 1Y | +33.2% | +20.0% | +13.2% | +16.3% |
| 3Y | +90.2% | +91.0% | -0.8% | +18.4% |
| 5Y | +44.0% | +93.7% | -49.7% | -12.0% |
| 10Y | +133.1% | +160.9% | -27.8% | +24.1% |
| All | +133.1% | +161.2% | -28.1% | +24.1% |
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