+37.2%
IBB vs SBAC
-40.3%
+77.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | +5.1% | +11.2% | -6.1% | +2.2% |
| 3M | +10.7% | +4.5% | +6.3% | +9.2% |
| 6M | +22.9% | -12.2% | +35.1% | +26.3% |
| YTD | +26.7% | -0.1% | +26.8% | +24.7% |
| 1Y | +35.1% | -0.3% | +35.4% | +33.0% |
| 3Y | +80.2% | -8.7% | +88.9% | +78.7% |
| All | +37.2% | -40.3% | +77.6% | +62.8% |
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 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