+66.8%
IBB vs FIVE
+50.0%
+16.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.6% |
| 7D | +1.4% | +4.3% | -2.8% | +0.8% |
| 30D | +10.5% | +12.5% | -2.0% | +8.6% |
| 3M | +23.6% | +31.2% | -7.6% | +19.0% |
| 6M | +22.6% | +14.4% | +8.3% | +19.8% |
| YTD | +25.7% | +33.9% | -8.2% | +20.1% |
| 1Y | +51.4% | +65.1% | -13.7% | +40.3% |
| All | +66.8% | +50.0% | +16.7% | +46.1% |
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