+117.6%
IBB vs SNY
+64.5%
+53.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -3.3% | -0.9% | -2.8% |
| 30D | +1.1% | -2.2% | +3.3% | +2.1% |
| 3M | +19.0% | -3.0% | +22.1% | +20.4% |
| 6M | +18.9% | +2.7% | +16.1% | +17.2% |
| YTD | +20.3% | -6.8% | +27.2% | +23.5% |
| 1Y | +41.5% | -5.3% | +46.7% | +43.7% |
| 3Y | +60.3% | -9.8% | +70.1% | +61.9% |
| 5Y | +18.7% | +9.7% | +9.0% | +5.7% |
| All | +117.6% | +64.5% | +53.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling