+68.5%
IBB vs EFV
+94.0%
-25.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.4% | +1.5% | -0.1% | +0.2% |
| 30D | +10.5% | +1.7% | +8.7% | +9.0% |
| 3M | +23.6% | +8.6% | +15.0% | +15.7% |
| 6M | +22.6% | +11.7% | +10.9% | +12.1% |
| YTD | +25.7% | +19.3% | +6.4% | +8.8% |
| 1Y | +51.4% | +30.2% | +21.2% | +22.1% |
| All | +68.5% | +94.0% | -25.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling