+546.9%
IBB vs EXEL
+410.6%
+136.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +5.1% | +19.0% | -14.0% | +1.1% |
| 3M | +10.7% | +33.3% | -22.6% | +3.9% |
| 6M | +22.9% | +42.9% | -20.0% | +13.4% |
| YTD | +26.7% | +58.7% | -32.0% | +14.0% |
| 1Y | +35.1% | +70.5% | -35.4% | +19.6% |
| 3Y | +80.2% | +233.8% | -153.6% | +33.5% |
| 5Y | +37.8% | +259.3% | -221.5% | -0.7% |
| 10Y | +161.2% | +484.1% | -322.9% | +56.1% |
| All | +546.9% | +410.6% | +136.3% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling