+22.4%
IBB vs FIVE
+31.2%
-8.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.8% |
| 7D | +1.4% | +4.3% | -2.8% | +0.6% |
| 30D | +10.5% | +12.5% | -2.0% | +7.9% |
| 3M | +23.6% | +31.2% | -7.6% | +17.1% |
| 6M | +22.6% | +14.4% | +8.3% | +18.6% |
| YTD | +25.7% | +33.9% | -8.2% | +17.7% |
| 1Y | +51.4% | +65.1% | -13.7% | +35.7% |
| 3Y | +64.4% | +49.0% | +15.4% | +45.4% |
| All | +22.4% | +31.2% | -8.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling