+129.6%
IBB vs FIVE
+478.4%
-348.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.9% |
| 7D | +1.4% | +4.3% | -2.8% | +0.5% |
| 30D | +10.5% | +12.5% | -2.0% | +7.8% |
| 3M | +23.6% | +31.2% | -7.6% | +16.8% |
| 6M | +22.6% | +14.4% | +8.3% | +18.3% |
| YTD | +25.7% | +33.9% | -8.2% | +17.3% |
| 1Y | +51.4% | +65.1% | -13.7% | +35.0% |
| 3Y | +64.4% | +49.0% | +15.4% | +42.5% |
| 5Y | +22.1% | +30.3% | -8.1% | +5.5% |
| All | +129.6% | +478.4% | -348.8% | +48.5% |
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