+890.6%
IJH vs IBB
+562.7%
+327.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +2.1% | +4.6% | -2.5% | -0.6% |
| 3M | -5.7% | +6.8% | -12.5% | -9.8% |
| 6M | +1.4% | +23.1% | -21.7% | -10.9% |
| YTD | +12.6% | +26.0% | -13.4% | -2.8% |
| 1Y | +16.1% | +30.4% | -14.3% | -1.7% |
| 3Y | +57.8% | +85.4% | -27.6% | +8.1% |
| 5Y | +36.8% | +39.7% | -3.0% | +9.2% |
| 10Y | +173.7% | +127.1% | +46.7% | +61.8% |
| All | +890.6% | +562.7% | +327.9% | +151.2% |
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 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