+49.0%
IVZ vs IBB
+156.3%
-107.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.4% |
| 7D | -2.4% | -1.8% | -0.6% | -0.9% |
| 30D | -11.2% | +5.1% | -16.3% | -14.6% |
| 3M | -14.0% | +10.7% | -24.7% | -21.4% |
| 6M | +0.5% | +22.9% | -22.4% | -16.1% |
| YTD | +5.4% | +26.7% | -21.3% | -14.4% |
| 1Y | +19.5% | +35.1% | -15.7% | -8.2% |
| 3Y | +128.7% | +80.2% | +48.5% | +38.6% |
| 5Y | +28.8% | +37.8% | -9.1% | -4.1% |
| All | +49.0% | +156.3% | -107.3% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling