+130.6%
IBB vs USFR
+28.5%
+102.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.2% | +0.4% | +4.8% | +4.7% |
| 3M | +8.6% | +1.1% | +7.5% | +7.3% |
| 6M | +27.8% | +2.1% | +25.8% | +24.9% |
| YTD | +28.8% | +3.4% | +25.4% | +23.7% |
| 1Y | +36.4% | +4.1% | +32.3% | +30.0% |
| 3Y | +89.3% | +14.4% | +74.9% | +60.4% |
| 5Y | +43.3% | +21.4% | +21.9% | +11.5% |
| 10Y | +130.6% | +28.5% | +102.1% | +59.7% |
| All | +130.6% | +28.5% | +102.1% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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