+625.6%
IYR vs IBB
+560.8%
+64.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.2% | +1.4% | -2.7% | -1.9% |
| 30D | -2.9% | +10.5% | -13.3% | -7.5% |
| 3M | +0.8% | +23.6% | -22.8% | -9.0% |
| 6M | +1.9% | +22.6% | -20.8% | -8.0% |
| YTD | +9.6% | +25.7% | -16.0% | -2.4% |
| 1Y | +8.1% | +51.4% | -43.3% | -12.0% |
| 3Y | +29.2% | +64.4% | -35.2% | +0.4% |
| 5Y | +4.3% | +22.1% | -17.9% | -8.1% |
| 10Y | +64.7% | +132.5% | -67.8% | +3.4% |
| All | +625.6% | +560.8% | +64.8% | +115.7% |
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