-14.4%
LUV vs IBB
+20.0%
-34.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +0.7% | -3.9% | +4.5% | +3.3% |
| 30D | -13.4% | +2.7% | -16.2% | -15.4% |
| 3M | -9.6% | +21.4% | -30.9% | -21.5% |
| 6M | -8.9% | +20.1% | -29.0% | -20.1% |
| YTD | -5.2% | +21.9% | -27.0% | -17.8% |
| 1Y | +27.0% | +44.1% | -17.1% | -1.8% |
| 3Y | +39.6% | +63.4% | -23.7% | -1.7% |
| 5Y | -14.4% | +19.8% | -34.2% | -43.3% |
| All | -14.4% | +20.0% | -34.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling