+546.9%
IBB vs SPY
+783.9%
-237.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | -1.8% | -2.7% | +0.9% | +0.8% |
| 30D | +5.1% | -5.4% | +10.5% | +10.8% |
| 3M | +10.7% | -4.1% | +14.8% | +15.2% |
| 6M | +22.9% | +0.7% | +22.2% | +21.8% |
| YTD | +26.7% | +8.7% | +18.0% | +16.9% |
| 1Y | +35.1% | +10.9% | +24.2% | +22.3% |
| 3Y | +80.2% | +75.0% | +5.2% | +4.7% |
| 5Y | +37.8% | +67.8% | -29.9% | -17.1% |
| 10Y | +161.2% | +312.9% | -151.7% | -35.3% |
| All | +546.9% | +783.9% | -237.0% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling