+787.5%
IBB vs EFV
+247.9%
+539.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | +6.7% | +2.0% | +4.7% | +5.4% |
| 3M | +6.3% | -1.6% | +8.0% | +7.5% |
| 6M | +23.9% | +5.8% | +18.1% | +19.5% |
| YTD | +26.6% | +15.6% | +10.9% | +15.3% |
| 1Y | +29.6% | +19.0% | +10.7% | +16.0% |
| 3Y | +86.1% | +90.7% | -4.6% | +23.6% |
| 5Y | +40.3% | +92.8% | -52.4% | -7.9% |
| 10Y | +128.1% | +160.5% | -32.5% | +23.1% |
| All | +787.5% | +247.9% | +539.6% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling