+151.7%
IBB vs URA
+278.3%
-126.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.7% |
| 7D | -1.8% | -4.1% | +2.3% | -0.9% |
| 30D | +5.1% | -19.0% | +24.1% | +10.0% |
| 3M | +10.7% | -25.1% | +35.9% | +17.7% |
| 6M | +22.9% | -44.5% | +67.4% | +38.8% |
| YTD | +26.7% | -24.3% | +51.0% | +31.6% |
| 1Y | +35.1% | -28.1% | +63.2% | +41.5% |
| 3Y | +80.2% | +40.7% | +39.5% | +52.2% |
| 5Y | +37.8% | +35.5% | +2.4% | +13.3% |
| All | +151.7% | +278.3% | -126.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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