+43.0%
IBB vs USFR
+21.3%
+21.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +6.3% | +0.4% | +6.0% | +6.6% |
| 3M | +11.1% | +1.1% | +10.0% | +11.9% |
| 6M | +29.2% | +2.0% | +27.2% | +31.0% |
| YTD | +30.2% | +3.4% | +26.8% | +32.3% |
| 1Y | +39.5% | +4.1% | +35.4% | +41.7% |
| 3Y | +92.3% | +14.3% | +78.0% | +101.0% |
| 5Y | +43.0% | +21.3% | +21.7% | +44.7% |
| All | +43.0% | +21.3% | +21.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling