+385.2%
IBB vs FIVE
+826.1%
-440.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.8% | -4.2% |
| 7D | -3.6% | -1.7% | -1.9% | -3.3% |
| 30D | +3.4% | +14.9% | -11.5% | +0.7% |
| 3M | +9.5% | +7.6% | +1.9% | +7.7% |
| 6M | +23.3% | +6.4% | +16.9% | +20.9% |
| YTD | +24.5% | +28.1% | -3.5% | +17.6% |
| 1Y | +32.9% | +54.7% | -21.8% | +21.1% |
| 3Y | +76.6% | +36.1% | +40.5% | +56.9% |
| 5Y | +35.5% | +14.9% | +20.6% | +20.9% |
| 10Y | +156.7% | +578.8% | -422.1% | +60.9% |
| All | +385.2% | +826.1% | -440.9% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling