+25.9%
LUV vs IBB
+44.5%
-18.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -1.0% | -4.2% | +3.3% | +1.8% |
| 30D | -12.4% | +1.1% | -13.5% | -13.5% |
| 3M | -11.0% | +19.0% | -30.0% | -23.5% |
| 6M | -5.0% | +18.9% | -23.8% | -18.2% |
| YTD | -3.8% | +20.3% | -24.1% | -17.7% |
| 1Y | +25.9% | +41.5% | -15.6% | -0.8% |
| All | +25.9% | +44.5% | -18.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling