+85.4%
IBB vs SFM
+27.3%
+58.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -0.5% | +6.0% | -6.6% | -0.8% |
| 30D | +4.6% | -19.5% | +24.0% | +5.6% |
| 3M | +6.8% | -37.0% | +43.8% | +9.5% |
| 6M | +23.1% | -41.0% | +64.1% | +26.5% |
| YTD | +26.0% | -34.6% | +60.7% | +28.2% |
| 1Y | +30.4% | -36.3% | +66.6% | +32.9% |
| 3Y | +85.4% | +24.5% | +60.9% | +53.2% |
| All | +85.4% | +27.3% | +58.1% | +53.2% |
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