+92.3%
IBB vs FIVE
+42.1%
+50.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +2.0% |
| 7D | +2.7% | +6.2% | -3.5% | +1.9% |
| 30D | +6.3% | +18.2% | -11.8% | +4.0% |
| 3M | +11.1% | +3.8% | +7.2% | +10.3% |
| 6M | +29.2% | +13.7% | +15.5% | +26.4% |
| YTD | +30.2% | +34.7% | -4.5% | +24.3% |
| 1Y | +39.5% | +66.6% | -27.1% | +29.4% |
| 3Y | +92.3% | +44.3% | +48.1% | +71.3% |
| All | +92.3% | +42.1% | +50.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling