+68.4%
IBB vs SBAC
-7.2%
+75.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +10.5% | +6.9% | +3.6% | +9.4% |
| 3M | +23.6% | -8.2% | +31.9% | +25.1% |
| 6M | +22.6% | -1.6% | +24.3% | +22.5% |
| YTD | +25.7% | -0.1% | +25.8% | +25.0% |
| 1Y | +51.4% | -0.5% | +51.8% | +50.6% |
| All | +68.4% | -7.2% | +75.6% | +68.7% |
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