-53.7%
SMR vs IBB
+71.2%
-124.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -8.3% | -0.5% | -7.7% | -7.4% |
| 30D | -20.1% | +4.6% | -24.6% | -22.8% |
| 3M | -52.7% | +6.8% | -59.5% | -55.5% |
| 6M | -61.0% | +23.1% | -84.1% | -68.8% |
| YTD | -67.1% | +26.0% | -93.1% | -73.9% |
| 1Y | -79.9% | +30.4% | -110.2% | -84.5% |
| 3Y | +101.7% | +85.4% | +16.3% | +18.2% |
| All | -53.7% | +71.2% | -124.9% | -71.8% |
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