+179.5%
IBB vs USFR
+28.6%
+150.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | +9.2% | +1.1% | +8.1% | +8.7% |
| 6M | +28.3% | +2.1% | +26.3% | +27.2% |
| YTD | +29.4% | +3.4% | +25.9% | +27.4% |
| 1Y | +33.2% | +4.1% | +29.1% | +30.7% |
| 3Y | +90.2% | +14.4% | +75.8% | +78.8% |
| 5Y | +44.0% | +21.4% | +22.5% | +31.5% |
| 10Y | +133.1% | +28.5% | +104.6% | +107.7% |
| All | +179.5% | +28.6% | +150.9% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling