+648.5%
IBB vs URA
-51.6%
+700.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.7% |
| 7D | -1.8% | -4.1% | +2.3% | -0.8% |
| 30D | +5.1% | -19.0% | +24.1% | +10.4% |
| 3M | +10.7% | -25.1% | +35.9% | +18.3% |
| 6M | +22.9% | -44.5% | +67.4% | +40.2% |
| YTD | +26.7% | -24.3% | +51.0% | +32.0% |
| 1Y | +35.1% | -28.1% | +63.2% | +42.1% |
| 3Y | +80.2% | +40.7% | +39.5% | +51.5% |
| 5Y | +37.8% | +35.5% | +2.4% | +12.9% |
| 10Y | +161.2% | +281.2% | -120.0% | +46.1% |
| All | +648.5% | -51.6% | +700.1% | +560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling