+65.6%
IYR vs IBB
+125.2%
-59.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -2.8% | -5.2% | +2.4% | -0.5% |
| 30D | -2.5% | +1.5% | -4.0% | -3.4% |
| 3M | -3.0% | +22.1% | -25.1% | -11.7% |
| 6M | +1.6% | +17.7% | -16.1% | -6.2% |
| YTD | +7.3% | +20.2% | -12.9% | -2.2% |
| 1Y | +5.6% | +44.4% | -38.8% | -11.8% |
| 3Y | +28.1% | +61.1% | -33.0% | +0.7% |
| 5Y | +6.1% | +18.5% | -12.4% | -6.3% |
| All | +65.6% | +125.2% | -59.5% | +17.0% |
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 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