+31.2%
IBB vs VSXY
+90.2%
-59.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.7% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +6.7% | +17.8% | -11.1% | +4.9% |
| 3M | +6.3% | +12.5% | -6.1% | +4.8% |
| 6M | +23.9% | +124.7% | -100.8% | +11.9% |
| YTD | +26.6% | +93.2% | -66.6% | +15.5% |
| 1Y | +29.6% | +195.6% | -166.0% | +12.0% |
| 3Y | +86.1% | +434.6% | -348.6% | +41.6% |
| 5Y | +40.3% | +103.3% | -63.0% | +19.1% |
| All | +31.2% | +90.2% | -59.0% | +8.2% |
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