+30.3%
IBB vs VSXY
+37.4%
-7.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +1.4% | -14.0% | +15.4% | +2.8% |
| 30D | +10.5% | -15.9% | +26.4% | +12.2% |
| 3M | +23.6% | +3.4% | +20.2% | +22.8% |
| 6M | +22.6% | +25.9% | -3.3% | +17.5% |
| YTD | +25.7% | +39.5% | -13.8% | +18.7% |
| 1Y | +51.4% | +194.4% | -143.0% | +29.9% |
| 3Y | +64.4% | +281.4% | -217.1% | +29.0% |
| 5Y | +22.1% | +12.8% | +9.4% | +10.2% |
| All | +30.3% | +37.4% | -7.1% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling