+28.8%
IVZ vs IBB
+34.6%
-5.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.0% | -3.0% | -3.9% |
| 7D | -6.7% | -3.6% | -3.1% | -3.7% |
| 30D | -10.9% | +3.4% | -14.3% | -13.2% |
| 3M | -14.8% | +9.5% | -24.3% | -21.7% |
| 6M | +2.4% | +23.3% | -20.9% | -15.6% |
| YTD | +5.4% | +24.5% | -19.1% | -14.3% |
| 1Y | +19.6% | +32.9% | -13.4% | -8.5% |
| 3Y | +122.4% | +76.6% | +45.9% | +30.7% |
| 5Y | +28.8% | +35.5% | -6.7% | -17.4% |
| All | +28.8% | +34.6% | -5.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling