+541.7%
IBB vs SM
+178.8%
+362.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +10.5% | +26.3% | -15.8% | +7.6% |
| 3M | +23.6% | +8.7% | +15.0% | +21.9% |
| 6M | +22.6% | +51.7% | -29.1% | +15.7% |
| YTD | +25.7% | +99.0% | -73.4% | +14.8% |
| 1Y | +51.4% | +34.6% | +16.8% | +43.9% |
| 3Y | +64.4% | -7.8% | +72.1% | +59.7% |
| 5Y | +22.1% | +104.8% | -82.6% | +4.7% |
| 10Y | +132.5% | +7.2% | +125.2% | +68.7% |
| All | +541.7% | +178.8% | +362.8% | +127.6% |
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