+36.4%
IBB vs IRE
-98.1%
+134.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | -0.7% |
| 7D | +0.8% | -41.9% | +42.7% | +1.5% |
| 30D | +5.2% | -75.1% | +80.3% | +7.3% |
| 3M | +8.6% | -82.4% | +91.0% | +11.1% |
| 6M | +27.8% | -95.5% | +123.4% | +32.9% |
| YTD | +28.8% | -93.1% | +121.9% | +29.5% |
| 1Y | +36.4% | -97.8% | +134.2% | +39.9% |
| All | +36.4% | -98.1% | +134.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling