+18.5%
IBB vs NTR
+45.0%
-26.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -5.2% | -2.5% | -2.8% | -4.9% |
| 30D | +1.5% | +17.0% | -15.6% | -0.5% |
| 3M | +22.1% | +22.2% | 0.0% | +19.0% |
| 6M | +17.7% | +5.2% | +12.6% | +16.5% |
| YTD | +20.2% | +29.7% | -9.5% | +15.1% |
| 1Y | +44.4% | +39.4% | +5.0% | +36.6% |
| 3Y | +61.1% | +38.2% | +22.9% | +50.3% |
| 5Y | +18.5% | +47.6% | -29.1% | +4.0% |
| All | +18.5% | +45.0% | -26.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling