+4,437.5%
SITM vs IBB
+85.1%
+4,352.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.3% |
| 7D | +3.7% | -3.9% | +7.6% | +9.3% |
| 30D | -14.5% | +2.7% | -17.2% | -19.0% |
| 3M | -10.6% | +21.4% | -31.9% | -33.5% |
| 6M | +65.5% | +20.1% | +45.5% | +24.1% |
| YTD | +67.0% | +21.9% | +45.1% | +21.7% |
| 1Y | +138.6% | +44.1% | +94.5% | +36.5% |
| 3Y | +421.8% | +63.4% | +358.5% | +152.1% |
| 5Y | +172.4% | +19.8% | +152.7% | +112.2% |
| All | +4,437.5% | +85.1% | +4,352.4% | +2,220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling