-20.4%
SAP vs IBB
+45.6%
-66.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +2.6% | +4.9% | -2.3% | +1.5% |
| 3M | +16.3% | +24.2% | -8.0% | +11.7% |
| 6M | +6.4% | +23.8% | -17.5% | +1.7% |
| YTD | -11.4% | +23.0% | -34.4% | -15.9% |
| 1Y | -20.4% | +46.2% | -66.6% | -33.4% |
| All | -20.4% | +45.6% | -66.0% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling