+936.2%
IJR vs IBB
+560.8%
+375.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -1.0% |
| 30D | -2.4% | +10.5% | -12.9% | -8.4% |
| 3M | +3.9% | +23.6% | -19.7% | -9.0% |
| 6M | +12.4% | +22.6% | -10.2% | -1.4% |
| YTD | +21.5% | +25.7% | -4.2% | +4.8% |
| 1Y | +24.0% | +51.4% | -27.4% | -4.6% |
| 3Y | +49.7% | +64.4% | -14.7% | +9.4% |
| 5Y | +39.7% | +22.1% | +17.5% | +20.1% |
| 10Y | +169.0% | +132.5% | +36.5% | +53.5% |
| All | +936.2% | +560.8% | +375.4% | +150.6% |
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 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