+20.9%
IBB vs EFV
+96.3%
-75.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -1.7% | +1.0% | -2.6% | -2.4% |
| 30D | +4.9% | +0.2% | +4.7% | +4.7% |
| 3M | +24.2% | +9.6% | +14.6% | +16.0% |
| 6M | +23.8% | +14.0% | +9.8% | +12.2% |
| YTD | +23.0% | +18.5% | +4.5% | +8.1% |
| 1Y | +46.2% | +27.9% | +18.3% | +21.4% |
| 3Y | +64.8% | +92.4% | -27.6% | +1.4% |
| 5Y | +20.9% | +97.2% | -76.3% | -28.3% |
| All | +20.9% | +96.3% | -75.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling