+22.4%
IBB vs SBAC
-43.7%
+66.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +10.5% | +6.9% | +3.6% | +8.6% |
| 3M | +23.6% | -8.2% | +31.9% | +26.0% |
| 6M | +22.6% | -1.6% | +24.3% | +21.8% |
| YTD | +25.7% | -0.1% | +25.8% | +23.9% |
| 1Y | +51.4% | -0.5% | +51.8% | +49.2% |
| 3Y | +64.4% | -9.1% | +73.4% | +63.2% |
| All | +22.4% | -43.7% | +66.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling