+41.0%
IBB vs IRE
-97.3%
+138.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.8% |
| 7D | +2.7% | -15.5% | +18.2% | +2.6% |
| 30D | +6.3% | -70.4% | +76.7% | +8.0% |
| 3M | +11.1% | -81.6% | +92.7% | +13.5% |
| 6M | +29.2% | -94.7% | +123.9% | +33.8% |
| YTD | +30.2% | -91.8% | +122.0% | +30.7% |
| 1Y | +39.5% | -97.6% | +137.1% | +42.1% |
| All | +41.0% | -97.3% | +138.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling