+535.8%
IBB vs ES
+625.5%
-89.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.8% |
| 7D | -3.6% | +5.9% | -9.5% | -5.7% |
| 30D | +3.4% | +10.2% | -6.8% | -0.4% |
| 3M | +9.5% | +0.4% | +9.1% | +9.0% |
| 6M | +23.3% | +6.9% | +16.4% | +19.7% |
| YTD | +24.5% | +10.5% | +14.0% | +18.9% |
| 1Y | +32.9% | +3.2% | +29.7% | +29.6% |
| 3Y | +76.6% | +49.0% | +27.5% | +46.5% |
| 5Y | +35.5% | +4.5% | +31.0% | +27.3% |
| 10Y | +156.7% | +92.3% | +64.4% | +75.7% |
| All | +535.8% | +625.5% | -89.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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