+29.6%
IBB vs SM
+78.0%
-48.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.3% | -1.7% |
| 7D | +1.6% | +10.6% | -9.0% | +2.5% |
| 30D | +6.7% | -15.0% | +21.7% | +5.5% |
| 3M | +6.3% | +1.7% | +4.7% | +6.6% |
| 6M | +23.9% | +5.9% | +18.0% | +24.6% |
| YTD | +26.6% | +79.0% | -52.4% | +24.8% |
| 1Y | +29.6% | +84.7% | -55.0% | +27.9% |
| All | +29.6% | +78.0% | -48.3% | +27.9% |
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