+77.1%
IBB vs FIVE
+35.4%
+41.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.8% | -4.5% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | +3.4% | +14.9% | -11.5% | +1.5% |
| 3M | +9.5% | +7.6% | +1.9% | +8.2% |
| 6M | +23.3% | +6.4% | +16.9% | +21.7% |
| YTD | +24.5% | +28.1% | -3.5% | +19.7% |
| 1Y | +32.9% | +54.7% | -21.8% | +24.5% |
| All | +77.1% | +35.4% | +41.7% | +57.1% |
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