+40.2%
LUV vs IBB
+63.1%
-22.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +0.7% | -3.9% | +4.5% | +3.6% |
| 30D | -13.4% | +2.7% | -16.2% | -15.7% |
| 3M | -9.6% | +21.4% | -30.9% | -23.1% |
| 6M | -8.9% | +20.1% | -29.0% | -21.7% |
| YTD | -5.2% | +21.9% | -27.0% | -19.6% |
| 1Y | +27.0% | +44.1% | -17.1% | -5.6% |
| All | +40.2% | +63.1% | -22.9% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling