+65.1%
IVZ vs IBB
+22.5%
+42.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | +0.6% | +1.4% | -0.8% | -0.6% |
| 30D | +4.0% | +10.5% | -6.5% | -4.9% |
| 3M | +18.2% | +23.6% | -5.5% | -2.4% |
| 6M | +32.8% | +22.6% | +10.2% | +10.5% |
| YTD | +28.7% | +25.7% | +3.1% | +4.2% |
| 1Y | +55.4% | +51.4% | +4.0% | +6.0% |
| 3Y | +135.2% | +64.4% | +70.8% | +48.2% |
| All | +65.1% | +22.5% | +42.6% | +27.2% |
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