+121.6%
IBB vs SFM
+293.3%
-171.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.5% |
| 7D | -1.7% | -5.8% | +4.2% | -1.0% |
| 30D | +4.9% | -11.4% | +16.2% | +6.2% |
| 3M | +24.2% | -12.2% | +36.4% | +25.6% |
| 6M | +23.8% | -5.2% | +29.0% | +23.7% |
| YTD | +23.0% | -4.5% | +27.4% | +22.4% |
| 1Y | +46.2% | -45.4% | +91.5% | +55.2% |
| 3Y | +64.8% | +91.1% | -26.3% | +45.9% |
| 5Y | +20.9% | +226.8% | -205.9% | -2.1% |
| 10Y | +121.6% | +291.9% | -170.3% | +73.1% |
| All | +121.6% | +293.3% | -171.8% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling