+723.9%
SAP vs IBB
+554.8%
+169.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +4.5% |
| 7D | +4.0% | -3.6% | +7.7% | +6.2% |
| 30D | +15.7% | +3.4% | +12.3% | +13.0% |
| 3M | +23.4% | +9.5% | +13.9% | +15.9% |
| 6M | +41.3% | +23.3% | +18.0% | +22.6% |
| YTD | +2.0% | +24.5% | -22.5% | -12.5% |
| 1Y | -5.1% | +32.9% | -38.0% | -22.0% |
| 3Y | +82.1% | +76.6% | +5.6% | +23.3% |
| 5Y | +77.2% | +35.5% | +41.7% | +39.7% |
| 10Y | +233.6% | +156.7% | +76.9% | +67.4% |
| All | +723.9% | +554.8% | +169.0% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling