+37.2%
IBB vs IRE
-97.2%
+134.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.8% | +0.9% |
| 7D | -1.8% | -27.2% | +25.3% | -1.6% |
| 30D | +5.1% | -75.1% | +80.2% | +7.1% |
| 3M | +10.7% | -77.9% | +88.6% | +12.7% |
| 6M | +22.9% | -94.6% | +117.5% | +27.2% |
| YTD | +26.7% | -91.5% | +118.2% | +27.1% |
| 1Y | +35.1% | -97.8% | +132.9% | +37.8% |
| All | +37.2% | -97.2% | +134.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling