+80.2%
IBB vs SFM
+18.5%
+61.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +2.0% |
| 7D | -1.8% | -1.2% | -0.6% | -1.8% |
| 30D | +5.1% | -24.8% | +29.8% | +6.5% |
| 3M | +10.7% | -43.7% | +54.4% | +14.2% |
| 6M | +22.9% | -37.3% | +60.2% | +25.5% |
| YTD | +26.7% | -38.4% | +65.1% | +29.2% |
| 1Y | +35.1% | -36.9% | +72.0% | +37.4% |
| 3Y | +80.2% | +20.7% | +59.5% | +51.0% |
| All | +80.2% | +18.5% | +61.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling