+127.0%
IBB vs USFR
+28.0%
+99.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.9% | +0.1% | -3.9% | -4.0% |
| 30D | +2.7% | +0.3% | +2.5% | +2.4% |
| 3M | +21.4% | +1.0% | +20.4% | +20.0% |
| 6M | +20.1% | +1.9% | +18.1% | +17.4% |
| YTD | +21.9% | +2.7% | +19.2% | +18.1% |
| 1Y | +44.1% | +4.0% | +40.1% | +37.4% |
| 3Y | +63.4% | +14.0% | +49.3% | +38.7% |
| 5Y | +19.8% | +20.4% | -0.7% | -6.1% |
| 10Y | +127.0% | +28.0% | +99.0% | +57.1% |
| All | +127.0% | +28.0% | +99.0% | +57.1% |
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