+137.1%
IBB vs EXEL
+445.6%
-308.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | +6.3% | +19.8% | -13.5% | +1.3% |
| 3M | +11.1% | +32.7% | -21.6% | +2.9% |
| 6M | +29.2% | +49.0% | -19.7% | +15.8% |
| YTD | +30.2% | +63.7% | -33.5% | +13.4% |
| 1Y | +39.5% | +75.8% | -36.3% | +19.1% |
| 3Y | +92.3% | +241.3% | -149.0% | +31.2% |
| 5Y | +43.0% | +289.0% | -246.1% | -7.7% |
| 10Y | +137.1% | +377.6% | -240.5% | +32.4% |
| All | +137.1% | +445.6% | -308.4% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling