+85.8%
SPG vs IBB
+43.4%
+42.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | +8.1% | +9.2% | -1.1% | +2.1% |
| 6M | +19.3% | +28.3% | -9.0% | +2.0% |
| YTD | +31.1% | +29.4% | +1.7% | +11.0% |
| 1Y | +32.8% | +33.2% | -0.4% | +10.3% |
| 3Y | +135.8% | +90.2% | +45.6% | +52.6% |
| All | +85.8% | +43.4% | +42.4% | +31.4% |
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