+116.5%
SPG vs IBB
+139.6%
-23.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.6% |
| 7D | +5.1% | +2.7% | +2.4% | +3.6% |
| 30D | +16.8% | +6.3% | +10.5% | +12.9% |
| 3M | +5.7% | +11.1% | -5.4% | -0.7% |
| 6M | +17.8% | +29.2% | -11.4% | +1.8% |
| YTD | +30.1% | +30.2% | -0.1% | +11.5% |
| 1Y | +32.8% | +39.5% | -6.7% | +9.5% |
| 3Y | +137.2% | +92.3% | +44.9% | +62.4% |
| 5Y | +81.5% | +43.0% | +38.5% | +43.0% |
| 10Y | +116.5% | +137.1% | -20.6% | +33.5% |
| All | +116.5% | +139.6% | -23.1% | +33.5% |
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