+128.0%
IBB vs URA
+356.0%
-228.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +10.5% | +7.4% | +3.1% | +8.6% |
| 3M | +23.6% | -8.4% | +32.0% | +25.4% |
| 6M | +22.6% | -12.7% | +35.3% | +24.9% |
| YTD | +25.7% | +7.8% | +17.9% | +20.9% |
| 1Y | +51.4% | +19.5% | +31.9% | +40.3% |
| 3Y | +64.4% | +116.4% | -52.0% | +25.3% |
| 5Y | +22.1% | +134.3% | -112.1% | -13.0% |
| All | +128.0% | +356.0% | -228.0% | +26.1% |
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