+56.4%
SAP vs IBB
+22.5%
+33.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.6% |
| 30D | +9.0% | +10.5% | -1.5% | +3.5% |
| 3M | +14.9% | +23.6% | -8.7% | +3.0% |
| 6M | +11.9% | +22.6% | -10.7% | +0.2% |
| YTD | -9.9% | +25.7% | -35.6% | -20.6% |
| 1Y | -19.5% | +51.4% | -70.9% | -36.3% |
| 3Y | +61.8% | +64.4% | -2.6% | +19.8% |
| All | +56.4% | +22.5% | +33.9% | +33.0% |
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