+820.0%
IVV vs IBB
+560.8%
+259.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | +0.1% | +10.5% | -10.4% | -5.2% |
| 3M | +2.0% | +23.6% | -21.6% | -8.9% |
| 6M | +13.0% | +22.6% | -9.6% | +1.1% |
| YTD | +13.6% | +25.7% | -12.1% | +0.1% |
| 1Y | +20.1% | +51.4% | -31.3% | -4.1% |
| 3Y | +77.6% | +64.4% | +13.2% | +34.4% |
| 5Y | +82.5% | +22.1% | +60.3% | +59.0% |
| 10Y | +316.5% | +132.5% | +184.1% | +154.6% |
| All | +820.0% | +560.8% | +259.2% | +161.6% |
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