+153.5%
LUV vs IBB
+565.6%
-412.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.5% |
| 7D | +1.8% | +1.6% | +0.1% | +0.9% |
| 30D | +11.3% | +6.7% | +4.6% | +7.4% |
| 3M | +1.0% | +6.3% | -5.3% | -2.7% |
| 6M | +15.6% | +23.9% | -8.3% | +2.2% |
| YTD | +10.9% | +26.6% | -15.7% | -2.9% |
| 1Y | +38.1% | +29.6% | +8.4% | +19.4% |
| 3Y | +108.2% | +86.1% | +22.1% | +48.1% |
| 5Y | +1.7% | +40.3% | -38.6% | -16.7% |
| 10Y | +16.8% | +128.1% | -111.3% | -29.3% |
| All | +153.5% | +565.6% | -412.1% | -32.5% |
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