+78.0%
SPG vs IBB
+37.5%
+40.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.8% |
| 30D | +15.6% | +5.1% | +10.5% | +12.1% |
| 3M | +4.1% | +10.7% | -6.6% | -2.6% |
| 6M | +13.6% | +22.9% | -9.3% | -0.4% |
| YTD | +27.5% | +26.7% | +0.8% | +9.2% |
| 1Y | +32.2% | +35.1% | -2.9% | +8.6% |
| 3Y | +126.0% | +80.2% | +45.8% | +51.1% |
| All | +78.0% | +37.5% | +40.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling