+74.8%
IVV vs IBB
+75.6%
-0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.6% | -2.4% |
| 7D | -4.8% | -3.6% | -1.1% | -3.3% |
| 30D | -5.9% | +3.4% | -9.3% | -7.2% |
| 3M | -4.5% | +9.5% | -14.0% | -8.5% |
| 6M | +1.8% | +23.3% | -21.5% | -7.7% |
| YTD | +8.4% | +24.5% | -16.2% | -2.6% |
| 1Y | +9.4% | +32.9% | -23.5% | -4.8% |
| All | +74.8% | +75.6% | -0.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling