+12.4%
IEF vs IBB
+86.3%
-74.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.2% |
| 7D | +0.3% | +2.7% | -2.4% | +0.1% |
| 30D | +2.7% | +6.3% | -3.6% | +2.3% |
| 3M | -0.8% | +11.1% | -11.8% | -1.5% |
| 6M | -1.7% | +29.2% | -30.9% | -3.3% |
| YTD | -1.6% | +30.2% | -31.9% | -3.4% |
| 1Y | -1.6% | +39.5% | -41.1% | -3.7% |
| 3Y | +12.4% | +92.3% | -80.0% | +5.7% |
| All | +12.4% | +86.3% | -74.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling