+2,973.7%
SPG vs IBB
+566.2%
+2,407.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +4.9% | -1.8% | +6.7% | +5.8% |
| 30D | +15.6% | +5.1% | +10.5% | +12.5% |
| 3M | +4.1% | +10.7% | -6.6% | -1.7% |
| 6M | +13.6% | +22.9% | -9.3% | +1.5% |
| YTD | +27.5% | +26.7% | +0.8% | +11.9% |
| 1Y | +32.2% | +35.1% | -2.9% | +12.2% |
| 3Y | +126.0% | +80.2% | +45.8% | +64.7% |
| 5Y | +74.7% | +37.8% | +36.9% | +44.4% |
| 10Y | +112.8% | +161.2% | -48.4% | +24.4% |
| All | +2,973.7% | +566.2% | +2,407.6% | +745.4% |
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 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