+80.2%
IBB vs SBAC
-10.4%
+90.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | +5.1% | +11.2% | -6.1% | +3.5% |
| 3M | +10.7% | +4.5% | +6.3% | +9.9% |
| 6M | +22.9% | -12.2% | +35.1% | +25.0% |
| YTD | +26.7% | -0.1% | +26.8% | +26.0% |
| 1Y | +35.1% | -0.3% | +35.4% | +34.4% |
| 3Y | +80.2% | -8.7% | +88.9% | +83.9% |
| All | +80.2% | -10.4% | +90.6% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling