+51.1%
IEFA vs IBB
+20.0%
+31.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.5% | -3.9% | +3.4% | +1.3% |
| 30D | -1.1% | +2.7% | -3.8% | -2.5% |
| 3M | +5.1% | +21.4% | -16.3% | -4.4% |
| 6M | +9.3% | +20.1% | -10.8% | -0.2% |
| YTD | +13.0% | +21.9% | -8.9% | +2.3% |
| 1Y | +19.2% | +44.1% | -25.0% | -0.4% |
| 3Y | +67.0% | +63.4% | +3.6% | +29.5% |
| 5Y | +51.1% | +19.8% | +31.4% | +27.2% |
| All | +51.1% | +20.0% | +31.1% | +27.2% |
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