+124.1%
IBB vs SPY
+308.5%
-184.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | +1.6% | +3.3% | -1.7% | -1.2% |
| 30D | +6.7% | -2.7% | +9.4% | +9.4% |
| 3M | +6.3% | -1.7% | +8.1% | +8.1% |
| 6M | +23.9% | +3.1% | +20.8% | +20.5% |
| YTD | +26.6% | +11.9% | +14.7% | +14.4% |
| 1Y | +29.6% | +12.0% | +17.7% | +17.1% |
| 3Y | +86.1% | +78.2% | +7.9% | +10.1% |
| 5Y | +40.3% | +73.2% | -32.9% | -15.1% |
| All | +124.1% | +308.5% | -184.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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