+27.3%
IJR vs IBB
+40.3%
-13.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.3% |
| 30D | +2.2% | +6.7% | -4.5% | -1.9% |
| 3M | -5.3% | +6.3% | -11.6% | -9.5% |
| 6M | +4.3% | +23.9% | -19.6% | -10.2% |
| YTD | +18.0% | +26.6% | -8.6% | -0.4% |
| 1Y | +19.2% | +29.6% | -10.4% | -1.0% |
| 3Y | +61.1% | +86.1% | -25.0% | +3.9% |
| 5Y | +27.3% | +40.3% | -13.0% | -9.6% |
| All | +27.3% | +40.3% | -13.0% | -9.6% |
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