+42.0%
IBB vs SFM
-35.8%
+77.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.7% |
| 7D | +2.2% | -12.3% | +14.5% | +2.2% |
| 30D | +6.3% | -16.2% | +22.5% | +6.2% |
| 3M | +16.3% | -36.8% | +53.1% | +15.6% |
| 6M | +30.0% | -32.6% | +62.6% | +29.5% |
| YTD | +31.1% | -31.7% | +62.9% | +30.1% |
| 1Y | +42.0% | -35.0% | +77.0% | +40.7% |
| All | +42.0% | -35.8% | +77.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling