+748.5%
IBB vs ITOT
+896.7%
-148.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +10.5% | 0.0% | +10.5% | +10.5% |
| 3M | +23.6% | +2.0% | +21.7% | +21.3% |
| 6M | +22.6% | +13.0% | +9.6% | +9.7% |
| YTD | +25.7% | +14.0% | +11.7% | +11.6% |
| 1Y | +51.4% | +19.9% | +31.5% | +28.3% |
| 3Y | +64.4% | +75.8% | -11.4% | -1.9% |
| 5Y | +22.1% | +73.8% | -51.7% | -26.7% |
| 10Y | +132.5% | +295.9% | -163.4% | -34.2% |
| All | +748.5% | +896.7% | -148.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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