+2,688.4%
SPG vs IBB
+560.8%
+2,127.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -6.8% | +10.5% | -17.3% | -11.6% |
| 3M | +2.7% | +23.6% | -21.0% | -8.1% |
| 6M | +5.5% | +22.6% | -17.2% | -5.4% |
| YTD | +15.7% | +25.7% | -10.0% | +2.3% |
| 1Y | +20.9% | +51.4% | -30.5% | -2.9% |
| 3Y | +112.4% | +64.4% | +48.0% | +62.7% |
| 5Y | +101.4% | +22.1% | +79.2% | +76.9% |
| 10Y | +60.6% | +132.5% | -71.8% | -0.4% |
| All | +2,688.4% | +560.8% | +2,127.6% | +673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling