+40.5%
IBB vs SBAC
-39.6%
+80.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -0.5% | +0.6% | -1.2% | -0.7% |
| 30D | +4.6% | +5.5% | -0.9% | +3.1% |
| 3M | +6.8% | +3.1% | +3.7% | +5.7% |
| 6M | +23.1% | -7.0% | +30.1% | +24.7% |
| YTD | +26.0% | +0.5% | +25.5% | +23.8% |
| 1Y | +30.4% | +0.2% | +30.1% | +28.2% |
| 3Y | +85.4% | -7.4% | +92.8% | +82.9% |
| All | +40.5% | -39.6% | +80.1% | +66.6% |
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