+126.0%
SPG vs IBB
+78.6%
+47.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +4.9% | -1.8% | +6.7% | +5.7% |
| 30D | +15.6% | +5.1% | +10.5% | +12.7% |
| 3M | +4.1% | +10.7% | -6.6% | -1.6% |
| 6M | +13.6% | +22.9% | -9.3% | +1.4% |
| YTD | +27.5% | +26.7% | +0.8% | +11.5% |
| 1Y | +32.2% | +35.1% | -2.9% | +11.2% |
| 3Y | +126.0% | +80.2% | +45.8% | +52.8% |
| All | +126.0% | +78.6% | +47.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling