+803.1%
IBB vs EFV
+248.5%
+554.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +0.8% | +2.1% | -1.3% | -0.5% |
| 30D | +5.2% | +3.1% | +2.1% | +3.2% |
| 3M | +8.6% | -1.3% | +9.9% | +9.5% |
| 6M | +27.8% | +6.0% | +21.8% | +23.1% |
| YTD | +28.8% | +15.8% | +13.0% | +17.2% |
| 1Y | +36.4% | +21.1% | +15.3% | +20.6% |
| 3Y | +89.3% | +91.0% | -1.7% | +25.6% |
| 5Y | +43.3% | +94.3% | -51.0% | -6.4% |
| 10Y | +130.6% | +160.4% | -29.8% | +24.5% |
| All | +803.1% | +248.5% | +554.6% | +277.8% |
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 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