+24.6%
IBB vs VSXY
+33.4%
-8.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | +1.5% | -22.1% | +23.5% | +3.8% |
| 3M | +22.1% | -1.1% | +23.3% | +21.8% |
| 6M | +17.7% | +53.8% | -36.1% | +10.3% |
| YTD | +20.2% | +35.5% | -15.3% | +13.8% |
| 1Y | +44.4% | +186.0% | -141.6% | +24.3% |
| 3Y | +61.1% | +343.2% | -282.1% | +23.4% |
| 5Y | +18.5% | +19.0% | -0.5% | +6.4% |
| All | +24.6% | +33.4% | -8.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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