+122.1%
LUV vs IBB
+560.8%
-438.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.8% |
| 7D | +0.4% | +1.4% | -1.0% | -0.4% |
| 30D | -18.4% | +10.5% | -28.9% | -23.1% |
| 3M | -3.2% | +23.6% | -26.9% | -14.2% |
| 6M | -14.8% | +22.6% | -37.5% | -23.9% |
| YTD | -2.9% | +25.7% | -28.5% | -14.5% |
| 1Y | +29.6% | +51.4% | -21.8% | +3.0% |
| 3Y | +35.2% | +64.4% | -29.2% | +2.9% |
| 5Y | -11.7% | +22.1% | -33.8% | -22.5% |
| 10Y | +21.6% | +132.5% | -110.9% | -27.4% |
| All | +122.1% | +560.8% | -438.8% | -40.6% |
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