+777.7%
IVV vs IBB
+554.8%
+222.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.6% | -1.9% |
| 7D | -4.8% | -3.6% | -1.1% | -3.0% |
| 30D | -5.9% | +3.4% | -9.3% | -7.6% |
| 3M | -4.5% | +9.5% | -14.0% | -9.3% |
| 6M | +1.8% | +23.3% | -21.5% | -9.3% |
| YTD | +8.4% | +24.5% | -16.2% | -4.3% |
| 1Y | +9.4% | +32.9% | -23.5% | -6.7% |
| 3Y | +75.3% | +76.6% | -1.3% | +27.6% |
| 5Y | +67.8% | +35.5% | +32.3% | +38.6% |
| 10Y | +314.2% | +156.7% | +157.4% | +141.0% |
| All | +777.7% | +554.8% | +222.9% | +150.1% |
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