+135.4%
SPG vs IBB
+91.0%
+44.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | +16.6% | +6.8% | +9.8% | +12.8% |
| 3M | +8.1% | +9.2% | -1.1% | +3.0% |
| 6M | +19.3% | +28.3% | -9.0% | +4.2% |
| YTD | +31.1% | +29.4% | +1.7% | +13.5% |
| 1Y | +32.8% | +33.2% | -0.4% | +12.9% |
| All | +135.4% | +91.0% | +44.3% | +49.5% |
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 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