+4,608.4%
SITM vs IBB
+90.9%
+4,517.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +7.7% |
| 7D | +9.7% | +1.4% | +8.3% | +7.5% |
| 30D | +12.7% | +10.5% | +2.2% | -3.2% |
| 3M | -13.4% | +23.6% | -37.1% | -37.1% |
| 6M | +59.6% | +22.6% | +37.0% | +16.9% |
| YTD | +73.3% | +25.7% | +47.6% | +21.2% |
| 1Y | +165.5% | +51.4% | +114.2% | +41.8% |
| 3Y | +368.7% | +64.4% | +304.3% | +125.3% |
| 5Y | +172.5% | +22.1% | +150.4% | +106.5% |
| All | +4,608.4% | +90.9% | +4,517.5% | +2,210.1% |
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