+89.7%
SITM vs IBB
+43.4%
+46.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +5.7% |
| 7D | +17.2% | -1.4% | +18.5% | +20.6% |
| 30D | -17.1% | +6.8% | -23.9% | -23.9% |
| 3M | -29.2% | +9.2% | -38.4% | -38.5% |
| 6M | -47.6% | +28.3% | -75.9% | -64.5% |
| YTD | +33.8% | +29.4% | +4.4% | -11.8% |
| 1Y | +54.1% | +33.2% | +20.9% | -2.8% |
| 3Y | +337.6% | +90.2% | +247.4% | +55.7% |
| 5Y | +89.7% | +44.0% | +45.7% | +23.9% |
| All | +89.7% | +43.4% | +46.4% | +23.9% |
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