+557.6%
IBB vs MTB
+531.2%
+26.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +5.2% | +1.4% | +3.7% | +4.7% |
| 3M | +8.6% | -11.6% | +20.2% | +12.7% |
| 6M | +27.8% | +5.4% | +22.4% | +25.3% |
| YTD | +28.8% | +11.7% | +17.1% | +23.7% |
| 1Y | +36.4% | +20.5% | +15.9% | +27.9% |
| 3Y | +89.3% | +104.5% | -15.2% | +48.2% |
| 5Y | +43.3% | +65.1% | -21.8% | +16.3% |
| 10Y | +130.6% | +119.5% | +11.1% | +55.4% |
| All | +557.6% | +531.2% | +26.4% | +110.3% |
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