+179.3%
IJH vs IBB
+125.5%
+53.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -1.9% | -4.2% | +2.4% | +0.7% |
| 30D | -4.6% | +1.1% | -5.7% | -5.6% |
| 3M | -1.2% | +19.0% | -20.2% | -11.7% |
| 6M | +9.4% | +18.9% | -9.5% | -2.4% |
| YTD | +13.3% | +20.3% | -7.0% | +0.1% |
| 1Y | +13.4% | +41.5% | -28.1% | -9.6% |
| 3Y | +50.4% | +60.3% | -9.8% | +9.9% |
| 5Y | +49.0% | +18.7% | +30.2% | +28.5% |
| All | +179.3% | +125.5% | +53.8% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling