+124.1%
IBB vs USFR
+28.5%
+95.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +6.7% | +0.4% | +6.3% | +6.2% |
| 3M | +6.3% | +1.0% | +5.3% | +5.1% |
| 6M | +23.9% | +2.0% | +21.9% | +21.1% |
| YTD | +26.6% | +3.4% | +23.1% | +21.6% |
| 1Y | +29.6% | +4.1% | +25.6% | +23.5% |
| 3Y | +86.1% | +14.4% | +71.7% | +57.6% |
| 5Y | +40.3% | +21.4% | +19.0% | +9.2% |
| All | +124.1% | +28.5% | +95.6% | +55.0% |
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