+73.2%
SAP vs IBB
+86.3%
-13.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.8% |
| 7D | +1.6% | +2.7% | -1.1% | +0.7% |
| 30D | +10.5% | +6.3% | +4.2% | +8.1% |
| 3M | +15.2% | +11.1% | +4.1% | +10.7% |
| 6M | +36.7% | +29.2% | +7.5% | +24.2% |
| YTD | -0.6% | +30.2% | -30.8% | -10.4% |
| 1Y | -4.1% | +39.5% | -43.6% | -16.3% |
| 3Y | +73.2% | +92.3% | -19.1% | +31.4% |
| All | +73.2% | +86.3% | -13.1% | +31.4% |
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 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