+137.1%
IBB vs SBAC
+97.3%
+39.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +2.7% | +3.0% | -0.3% | +1.8% |
| 30D | +6.3% | +4.3% | +2.0% | +4.9% |
| 3M | +11.1% | +4.1% | +6.9% | +9.4% |
| 6M | +29.2% | -11.6% | +40.8% | +32.9% |
| YTD | +30.2% | +0.4% | +29.9% | +27.4% |
| 1Y | +39.5% | -1.1% | +40.6% | +37.1% |
| 3Y | +92.3% | -7.3% | +99.6% | +89.1% |
| 5Y | +43.0% | -40.8% | +83.7% | +62.2% |
| 10Y | +137.1% | +103.0% | +34.1% | +135.2% |
| All | +137.1% | +97.3% | +39.8% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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