+637.0%
IYR vs IBB
+577.3%
+59.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.7% |
| 30D | +7.2% | +5.2% | +2.0% | +4.5% |
| 3M | +0.4% | +8.6% | -8.2% | -3.9% |
| 6M | +1.4% | +27.8% | -26.4% | -10.3% |
| YTD | +11.3% | +28.8% | -17.5% | -2.3% |
| 1Y | +10.5% | +36.4% | -25.9% | -5.7% |
| 3Y | +41.7% | +89.3% | -47.6% | +2.7% |
| 5Y | +7.1% | +43.3% | -36.2% | -12.4% |
| 10Y | +89.1% | +130.6% | -41.6% | +19.5% |
| All | +637.0% | +577.3% | +59.8% | +115.9% |
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