+915.5%
IJH vs IBB
+560.8%
+354.7%
-55.1%
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% | +0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | -1.5% | +10.5% | -12.0% | -7.3% |
| 3M | +0.8% | +23.6% | -22.9% | -11.3% |
| 6M | +7.6% | +22.6% | -15.1% | -5.1% |
| YTD | +15.5% | +25.7% | -10.2% | +0.2% |
| 1Y | +16.9% | +51.4% | -34.5% | -9.1% |
| 3Y | +48.1% | +64.4% | -16.3% | +9.1% |
| 5Y | +47.8% | +22.1% | +25.7% | +27.6% |
| 10Y | +178.6% | +132.5% | +46.1% | +62.2% |
| All | +915.5% | +560.8% | +354.7% | +158.9% |
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