+527.8%
IBB vs GFI
+2,339.7%
-1,811.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.7% | +5.7% | -7.3% | -1.9% |
| 30D | +4.9% | +15.6% | -10.7% | +4.1% |
| 3M | +24.2% | +31.5% | -7.3% | +22.3% |
| 6M | +23.8% | -3.7% | +27.6% | +23.6% |
| YTD | +23.0% | +11.2% | +11.7% | +21.7% |
| 1Y | +46.2% | +36.4% | +9.8% | +42.9% |
| 3Y | +64.8% | +313.5% | -248.7% | +51.2% |
| 5Y | +20.9% | +528.0% | -507.1% | +7.7% |
| 10Y | +121.6% | +1,021.4% | -899.9% | +87.8% |
| All | +527.8% | +2,339.7% | -1,811.9% | +498.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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