+46.2%
IBB vs SM
+46.7%
-0.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +4.9% | +31.5% | -26.7% | +6.1% |
| 3M | +24.2% | +17.3% | +6.9% | +25.0% |
| 6M | +23.8% | +48.5% | -24.7% | +24.3% |
| YTD | +23.0% | +106.3% | -83.3% | +21.1% |
| 1Y | +46.2% | +47.3% | -1.1% | +45.0% |
| All | +46.2% | +46.7% | -0.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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