+66.8%
IBB vs SPY
+77.4%
-10.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | +23.6% | +2.0% | +21.6% | +21.5% |
| 6M | +22.6% | +13.0% | +9.6% | +10.8% |
| YTD | +25.7% | +13.5% | +12.1% | +13.0% |
| 1Y | +51.4% | +20.0% | +31.4% | +30.2% |
| All | +66.8% | +77.4% | -10.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling