+124.1%
IBB vs EXEL
+325.9%
-201.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | +6.7% | +17.4% | -10.7% | +2.2% |
| 3M | +6.3% | +38.6% | -32.3% | -2.6% |
| 6M | +23.9% | +41.2% | -17.3% | +12.6% |
| YTD | +26.6% | +59.3% | -32.8% | +11.0% |
| 1Y | +29.6% | +60.2% | -30.6% | +13.4% |
| 3Y | +86.1% | +232.6% | -146.5% | +27.8% |
| 5Y | +40.3% | +285.9% | -245.5% | -9.2% |
| All | +124.1% | +325.9% | -201.8% | +30.3% |
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