+127.0%
IBB vs MTB
+172.8%
-45.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.9% | +1.1% | -5.0% | -4.1% |
| 30D | +2.7% | -4.6% | +7.4% | +3.9% |
| 3M | +21.4% | +6.3% | +15.1% | +19.4% |
| 6M | +20.1% | +15.6% | +4.5% | +15.6% |
| YTD | +21.9% | +20.6% | +1.3% | +16.0% |
| 1Y | +44.1% | +22.5% | +21.6% | +36.4% |
| 3Y | +63.4% | +114.4% | -51.1% | +33.9% |
| 5Y | +19.8% | +101.9% | -82.1% | -2.1% |
| 10Y | +127.0% | +170.4% | -43.4% | +42.2% |
| All | +127.0% | +172.8% | -45.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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