-7.6%
IEF vs IBB
+41.1%
-48.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | +0.1% |
| 30D | +2.7% | +6.3% | -3.6% | +2.2% |
| 3M | -0.8% | +11.1% | -11.8% | -1.6% |
| 6M | -1.7% | +29.2% | -30.9% | -3.5% |
| YTD | -1.6% | +30.2% | -31.9% | -3.6% |
| 1Y | -1.6% | +39.5% | -41.1% | -4.0% |
| 3Y | +12.4% | +92.3% | -80.0% | +6.7% |
| 5Y | -7.6% | +43.0% | -50.6% | -11.8% |
| All | -7.6% | +41.1% | -48.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling