+541.7%
IBB vs ES
+608.4%
-66.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +10.5% | -2.0% | +12.4% | +11.2% |
| 3M | +23.6% | +1.7% | +22.0% | +22.6% |
| 6M | +22.6% | -3.5% | +26.2% | +23.7% |
| YTD | +25.7% | +7.9% | +17.8% | +21.3% |
| 1Y | +51.4% | +17.2% | +34.2% | +40.6% |
| 3Y | +64.4% | +29.3% | +35.1% | +44.0% |
| 5Y | +22.1% | -5.7% | +27.9% | +19.5% |
| 10Y | +132.5% | +85.2% | +47.3% | +61.7% |
| All | +541.7% | +608.4% | -66.7% | +102.6% |
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