+546.9%
IBB vs MTB
+523.0%
+23.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | +5.1% | +0.5% | +4.5% | +4.9% |
| 3M | +10.7% | -12.4% | +23.1% | +15.2% |
| 6M | +22.9% | +1.5% | +21.4% | +21.9% |
| YTD | +26.7% | +10.3% | +16.4% | +22.2% |
| 1Y | +35.1% | +22.2% | +12.9% | +26.1% |
| 3Y | +80.2% | +96.9% | -16.8% | +42.7% |
| 5Y | +37.8% | +64.3% | -26.5% | +12.1% |
| 10Y | +161.2% | +137.8% | +23.4% | +71.1% |
| All | +546.9% | +523.0% | +23.8% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling