+750.9%
IBB vs ITOT
+875.1%
-124.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.5% | +2.5% | -3.0% | -2.7% |
| 30D | +4.6% | -1.7% | +6.2% | +6.3% |
| 3M | +6.8% | -3.4% | +10.2% | +10.2% |
| 6M | +23.1% | +2.1% | +21.0% | +20.7% |
| YTD | +26.0% | +11.5% | +14.5% | +14.2% |
| 1Y | +30.4% | +13.6% | +16.8% | +16.1% |
| 3Y | +85.4% | +77.2% | +8.2% | +9.9% |
| 5Y | +39.7% | +64.4% | -24.6% | -11.7% |
| 10Y | +127.1% | +288.6% | -161.5% | -34.7% |
| All | +750.9% | +875.1% | -124.2% | -0.3% |
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