+627.3%
IYR vs IBB
+566.2%
+61.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | +2.0% | -1.8% | +3.8% | +2.8% |
| 30D | +8.2% | +5.1% | +3.2% | +5.6% |
| 3M | -1.7% | +10.7% | -12.5% | -6.8% |
| 6M | -0.4% | +22.9% | -23.3% | -10.3% |
| YTD | +9.9% | +26.7% | -16.8% | -2.8% |
| 1Y | +10.4% | +35.1% | -24.7% | -5.3% |
| 3Y | +38.4% | +80.2% | -41.7% | +2.7% |
| 5Y | +5.2% | +37.8% | -32.6% | -12.4% |
| 10Y | +83.8% | +161.2% | -77.4% | +9.2% |
| All | +627.3% | +566.2% | +61.1% | +114.7% |
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