+130.6%
IBB vs FIVE
+562.8%
-432.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.8% | +7.3% | -6.5% | -0.6% |
| 30D | +5.2% | +18.1% | -12.9% | +1.8% |
| 3M | +8.6% | +7.7% | +0.9% | +6.8% |
| 6M | +27.8% | +13.6% | +14.2% | +23.6% |
| YTD | +28.8% | +34.6% | -5.8% | +20.1% |
| 1Y | +36.4% | +66.2% | -29.8% | +21.8% |
| 3Y | +89.3% | +43.5% | +45.9% | +65.8% |
| 5Y | +43.3% | +20.7% | +22.6% | +25.9% |
| 10Y | +130.6% | +541.5% | -410.8% | +52.4% |
| All | +130.6% | +562.8% | -432.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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