-3.0%
IEF vs IBB
+29.7%
-32.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +0.7% | +4.6% | -3.8% | +0.3% |
| 3M | -2.5% | +6.8% | -9.3% | -3.1% |
| 6M | -2.6% | +23.1% | -25.7% | -4.4% |
| YTD | -3.2% | +26.0% | -29.2% | -5.3% |
| 1Y | -3.0% | +30.4% | -33.4% | -5.7% |
| All | -3.0% | +29.7% | -32.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling