+83.6%
IYR vs IBB
+126.8%
-43.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +6.6% | +4.6% | +2.0% | +4.2% |
| 3M | -1.8% | +6.8% | -8.6% | -5.3% |
| 6M | +1.4% | +23.1% | -21.7% | -8.7% |
| YTD | +10.5% | +26.0% | -15.5% | -2.1% |
| 1Y | +10.6% | +30.4% | -19.7% | -3.7% |
| 3Y | +41.8% | +85.4% | -43.6% | +2.9% |
| 5Y | +6.0% | +39.7% | -33.7% | -13.4% |
| All | +83.6% | +126.8% | -43.2% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling