+541.7%
IBB vs MTB
+586.2%
-44.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +10.5% | -4.2% | +14.7% | +11.9% |
| 3M | +23.6% | +8.9% | +14.8% | +20.2% |
| 6M | +22.6% | +10.9% | +11.8% | +18.4% |
| YTD | +25.7% | +21.5% | +4.2% | +17.7% |
| 1Y | +51.4% | +21.9% | +29.5% | +41.3% |
| 3Y | +64.4% | +109.2% | -44.9% | +27.5% |
| 5Y | +22.1% | +102.0% | -79.8% | -7.2% |
| 10Y | +132.5% | +171.9% | -39.5% | +45.8% |
| All | +541.7% | +586.2% | -44.6% | +100.1% |
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