+541.7%
IBB vs SBAC
+427.9%
+113.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +23.6% | -8.2% | +31.9% | +24.9% |
| 6M | +22.6% | -1.6% | +24.3% | +22.1% |
| YTD | +25.7% | -0.1% | +25.8% | +24.6% |
| 1Y | +51.4% | -0.5% | +51.8% | +50.1% |
| 3Y | +64.4% | -9.1% | +73.4% | +64.0% |
| 5Y | +22.1% | -43.8% | +65.9% | +30.3% |
| 10Y | +132.5% | +80.5% | +51.9% | +108.7% |
| All | +541.7% | +427.9% | +113.8% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling