+128.7%
IVZ vs IBB
+78.6%
+50.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.3% |
| 7D | -2.4% | -1.8% | -0.6% | -0.9% |
| 30D | -11.2% | +5.1% | -16.3% | -14.3% |
| 3M | -14.0% | +10.7% | -24.7% | -21.1% |
| 6M | +0.5% | +22.9% | -22.4% | -16.0% |
| YTD | +5.4% | +26.7% | -21.3% | -14.5% |
| 1Y | +19.5% | +35.1% | -15.7% | -8.9% |
| 3Y | +128.7% | +80.2% | +48.5% | +28.1% |
| All | +128.7% | +78.6% | +50.1% | +28.1% |
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 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