+30.4%
IBB vs SBAC
-2.9%
+33.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +4.6% | +5.5% | -0.9% | +4.3% |
| 3M | +6.8% | +3.1% | +3.7% | +6.6% |
| 6M | +23.1% | -7.0% | +30.1% | +23.4% |
| YTD | +26.0% | +0.5% | +25.5% | +28.2% |
| 1Y | +30.4% | +0.2% | +30.1% | +32.8% |
| All | +30.4% | -2.9% | +33.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling