+546.9%
IBB vs SM
+128.9%
+417.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | -1.8% | -25.9% | +24.1% | +1.2% |
| 30D | +5.1% | -15.1% | +20.2% | +6.6% |
| 3M | +10.7% | +4.9% | +5.8% | +9.5% |
| 6M | +22.9% | +6.1% | +16.8% | +20.6% |
| YTD | +26.7% | +63.4% | -36.7% | +17.6% |
| 1Y | +35.1% | +72.5% | -37.4% | +24.5% |
| 3Y | +80.2% | -16.9% | +97.1% | +76.4% |
| 5Y | +37.8% | -10.6% | +48.5% | +29.5% |
| 10Y | +161.2% | +11.3% | +149.9% | +86.1% |
| All | +546.9% | +128.9% | +417.9% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling