+123.1%
IBB vs FIVE
+504.2%
-381.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.0% |
| 30D | +4.6% | +12.7% | -8.1% | +2.1% |
| 3M | +6.8% | +2.1% | +4.8% | +6.1% |
| 6M | +23.1% | +17.5% | +5.6% | +18.3% |
| YTD | +26.0% | +31.0% | -4.9% | +18.1% |
| 1Y | +30.4% | +67.7% | -37.4% | +16.3% |
| 3Y | +85.4% | +43.4% | +42.1% | +62.3% |
| 5Y | +39.7% | +18.1% | +21.7% | +23.3% |
| All | +123.1% | +504.2% | -381.0% | +48.4% |
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