+41.4%
IJR vs IBB
+18.8%
+22.6%
-28.0%
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% | -0.5% |
| 7D | -1.1% | -3.9% | +2.8% | +1.3% |
| 30D | -3.6% | +2.7% | -6.4% | -5.6% |
| 3M | +2.3% | +21.4% | -19.0% | -10.1% |
| 6M | +14.3% | +20.1% | -5.7% | +0.8% |
| YTD | +19.3% | +21.9% | -2.6% | +3.8% |
| 1Y | +22.6% | +44.1% | -21.5% | -4.9% |
| 3Y | +53.5% | +63.4% | -9.8% | +8.9% |
| All | +41.4% | +18.8% | +22.6% | +8.2% |
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