+217.5%
IEFA vs IBB
+374.8%
-157.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | +1.0% | +10.5% | -9.5% | -3.2% |
| 3M | +4.7% | +23.6% | -18.9% | -4.3% |
| 6M | +8.6% | +22.6% | -14.0% | -0.6% |
| YTD | +14.8% | +25.7% | -10.8% | +4.0% |
| 1Y | +22.6% | +51.4% | -28.8% | +2.8% |
| 3Y | +67.0% | +64.4% | +2.6% | +34.1% |
| 5Y | +52.3% | +22.1% | +30.1% | +35.6% |
| 10Y | +147.3% | +132.5% | +14.9% | +69.6% |
| All | +217.5% | +374.8% | -157.2% | +63.8% |
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 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