+40.5%
IBB vs SFM
+116.0%
-75.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -0.5% | +6.0% | -6.6% | -1.0% |
| 30D | +4.6% | -19.5% | +24.0% | +6.1% |
| 3M | +6.8% | -37.0% | +43.8% | +10.6% |
| 6M | +23.1% | -41.0% | +64.1% | +28.0% |
| YTD | +26.0% | -34.6% | +60.7% | +29.2% |
| 1Y | +30.4% | -36.3% | +66.6% | +33.9% |
| 3Y | +85.4% | +24.5% | +60.9% | +69.1% |
| All | +40.5% | +116.0% | -75.5% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling