+3,055.3%
SPG vs IBB
+577.3%
+2,478.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | +5.6% | +0.8% | +4.8% | +5.1% |
| 30D | +17.6% | +5.2% | +12.4% | +14.4% |
| 3M | +7.5% | +8.6% | -1.1% | +2.5% |
| 6M | +18.5% | +27.8% | -9.3% | +3.9% |
| YTD | +30.9% | +28.8% | +2.1% | +13.9% |
| 1Y | +34.1% | +36.4% | -2.3% | +13.3% |
| 3Y | +135.5% | +89.3% | +46.2% | +67.5% |
| 5Y | +86.5% | +43.3% | +43.3% | +51.2% |
| 10Y | +116.1% | +130.6% | -14.6% | +34.6% |
| All | +3,055.3% | +577.3% | +2,478.0% | +760.7% |
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