+40.7%
IBB vs SARO
-22.5%
+63.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.6% |
| 30D | +1.1% | -12.2% | +13.3% | +3.7% |
| 3M | +19.0% | -7.4% | +26.4% | +20.2% |
| 6M | +18.9% | -15.3% | +34.1% | +21.7% |
| YTD | +20.3% | -16.2% | +36.5% | +23.3% |
| 1Y | +41.5% | -12.1% | +53.6% | +43.4% |
| All | +40.7% | -22.5% | +63.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling