+65.4%
IVZ vs IBB
+132.1%
-66.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | +0.6% | +1.4% | -0.8% | -0.5% |
| 30D | +4.0% | +10.5% | -6.5% | -4.5% |
| 3M | +18.2% | +23.6% | -5.5% | -1.3% |
| 6M | +32.8% | +22.6% | +10.2% | +11.7% |
| YTD | +28.7% | +25.7% | +3.1% | +5.6% |
| 1Y | +55.4% | +51.4% | +4.0% | +9.1% |
| 3Y | +135.2% | +64.4% | +70.8% | +54.7% |
| 5Y | +64.2% | +22.1% | +42.0% | +34.8% |
| All | +65.4% | +132.1% | -66.7% | -17.8% |
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