+115.9%
SPG vs IBB
+133.2%
-17.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.4% |
| 30D | +16.6% | +6.8% | +9.8% | +12.4% |
| 3M | +8.1% | +9.2% | -1.1% | +2.5% |
| 6M | +19.3% | +28.3% | -9.0% | +3.5% |
| YTD | +31.1% | +29.4% | +1.7% | +12.7% |
| 1Y | +32.8% | +33.2% | -0.4% | +12.3% |
| 3Y | +135.8% | +90.2% | +45.6% | +62.4% |
| 5Y | +85.1% | +44.0% | +41.1% | +45.3% |
| 10Y | +115.9% | +133.1% | -17.1% | +33.5% |
| All | +115.9% | +133.2% | -17.2% | +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