+129.8%
IEF vs IBB
+1,255.3%
-1,125.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.2% |
| 30D | -0.8% | +10.5% | -11.3% | -0.3% |
| 3M | -1.0% | +23.6% | -24.6% | +0.1% |
| 6M | -2.8% | +22.6% | -25.4% | -1.7% |
| YTD | -1.5% | +25.7% | -27.2% | -0.3% |
| 1Y | -0.4% | +51.4% | -51.8% | +1.9% |
| 3Y | +9.7% | +64.4% | -54.7% | +12.9% |
| 5Y | -8.3% | +22.1% | -30.5% | -7.4% |
| 10Y | +4.6% | +132.5% | -127.9% | +12.5% |
| All | +129.8% | +1,255.3% | -1,125.5% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling