+70.8%
SAP vs IBB
+37.5%
+33.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.9% |
| 7D | -0.7% | -1.8% | +1.2% | 0.0% |
| 30D | +11.1% | +5.1% | +6.0% | +8.2% |
| 3M | +17.0% | +10.7% | +6.3% | +10.7% |
| 6M | +34.8% | +22.9% | +11.9% | +20.5% |
| YTD | -2.2% | +26.7% | -28.9% | -14.5% |
| 1Y | -6.4% | +35.1% | -41.6% | -21.2% |
| 3Y | +75.1% | +80.2% | -5.0% | +22.0% |
| All | +70.8% | +37.5% | +33.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling