+12.4%
IYR vs IBB
+42.2%
-29.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +6.9% | +2.2% | +4.7% | +6.5% |
| 30D | +10.2% | +6.3% | +3.9% | +8.9% |
| 3M | -0.3% | +16.3% | -16.6% | -3.5% |
| 6M | +3.6% | +30.0% | -26.4% | -2.3% |
| YTD | +12.5% | +31.1% | -18.7% | +4.9% |
| 1Y | +12.4% | +42.0% | -29.5% | +1.3% |
| All | +12.4% | +42.2% | -29.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling