+20.9%
IBB vs EXEL
+195.7%
-174.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -1.7% | +1.4% | -3.0% | -2.0% |
| 30D | +4.9% | +6.7% | -1.8% | +3.1% |
| 3M | +24.2% | +11.5% | +12.8% | +20.6% |
| 6M | +23.8% | +38.8% | -15.0% | +13.6% |
| YTD | +23.0% | +31.6% | -8.6% | +14.1% |
| 1Y | +46.2% | +53.0% | -6.8% | +30.2% |
| 3Y | +64.8% | +160.8% | -96.0% | +20.6% |
| 5Y | +20.9% | +190.1% | -169.2% | -20.3% |
| All | +20.9% | +195.7% | -174.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling