+61.0%
IVZ vs IBB
+589.6%
-528.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +2.0% |
| 7D | +2.6% | +2.2% | +0.4% | +0.8% |
| 30D | -3.5% | +6.3% | -9.8% | -8.6% |
| 3M | -7.4% | +16.3% | -23.7% | -19.4% |
| 6M | +14.7% | +30.0% | -15.3% | -9.6% |
| YTD | +14.6% | +31.1% | -16.5% | -10.7% |
| 1Y | +30.7% | +42.0% | -11.3% | -5.0% |
| 3Y | +141.8% | +85.9% | +55.9% | +39.5% |
| 5Y | +40.2% | +38.4% | +1.9% | +3.5% |
| 10Y | +65.6% | +170.4% | -104.8% | -34.0% |
| All | +61.0% | +589.6% | -528.6% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling