-5.3%
LVS vs IBB
+68.6%
-73.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | -3.2% | +10.5% | -13.7% | -8.2% |
| 3M | -12.0% | +23.6% | -35.6% | -21.6% |
| 6M | -19.9% | +22.6% | -42.5% | -28.5% |
| YTD | -30.6% | +25.7% | -56.3% | -39.2% |
| 1Y | -17.7% | +51.4% | -69.1% | -36.0% |
| All | -5.3% | +68.6% | -73.9% | -31.8% |
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 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