+3.8%
IEF vs IBB
+125.2%
-121.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.2% | -5.2% | +4.0% | -1.2% |
| 30D | -1.5% | +1.5% | -2.9% | -1.5% |
| 3M | -1.7% | +22.1% | -23.8% | -1.6% |
| 6M | -3.5% | +17.7% | -21.2% | -3.5% |
| YTD | -2.6% | +20.2% | -22.8% | -2.6% |
| 1Y | -2.4% | +44.4% | -46.8% | -2.2% |
| 3Y | +8.9% | +61.1% | -52.2% | +9.2% |
| 5Y | -9.2% | +18.5% | -27.8% | -10.4% |
| All | +3.8% | +125.2% | -121.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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