+22.4%
IBB vs REPL
-54.3%
+76.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | +10.5% | +27.1% | -16.6% | +9.4% |
| 3M | +23.6% | +52.4% | -28.7% | +19.8% |
| 6M | +22.6% | +107.4% | -84.8% | +12.3% |
| YTD | +25.7% | +54.7% | -29.1% | +16.7% |
| 1Y | +51.4% | +158.9% | -107.5% | +32.8% |
| 3Y | +64.4% | -23.7% | +88.1% | +42.5% |
| All | +22.4% | -54.3% | +76.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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