+906.2%
IJR vs IBB
+562.7%
+343.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +3.8% | +4.6% | -0.7% | +1.0% |
| 3M | -5.7% | +6.8% | -12.6% | -10.0% |
| 6M | +4.6% | +23.1% | -18.5% | -8.6% |
| YTD | +18.0% | +26.0% | -8.1% | +1.2% |
| 1Y | +21.8% | +30.4% | -8.6% | +2.3% |
| 3Y | +61.1% | +85.4% | -24.4% | +9.1% |
| 5Y | +27.3% | +39.7% | -12.4% | +1.0% |
| 10Y | +154.1% | +127.1% | +27.0% | +47.1% |
| All | +906.2% | +562.7% | +343.5% | +142.0% |
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