+169.2%
SITM vs IBB
+20.0%
+149.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | +0.9% |
| 7D | +8.4% | -1.7% | +10.0% | +10.8% |
| 30D | -17.4% | +4.9% | -22.3% | -24.2% |
| 3M | -9.8% | +24.2% | -34.1% | -36.1% |
| 6M | +83.0% | +23.8% | +59.1% | +29.3% |
| YTD | +69.6% | +23.0% | +46.6% | +19.9% |
| 1Y | +144.9% | +46.2% | +98.7% | +32.1% |
| 3Y | +429.9% | +64.8% | +365.0% | +136.5% |
| 5Y | +169.2% | +20.9% | +148.3% | +121.4% |
| All | +169.2% | +20.0% | +149.2% | +121.4% |
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