+308.8%
SPOT vs IBB
+115.8%
+192.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.1% |
| 30D | +15.2% | +6.8% | +8.4% | +9.2% |
| 3M | +21.6% | +9.2% | +12.4% | +12.6% |
| 6M | +45.2% | +28.3% | +16.9% | +18.1% |
| YTD | +4.9% | +29.4% | -24.5% | -16.0% |
| 1Y | -4.8% | +33.2% | -37.9% | -25.6% |
| 3Y | +256.3% | +90.2% | +166.1% | +99.0% |
| 5Y | +120.2% | +44.0% | +76.2% | +56.7% |
| All | +308.8% | +115.8% | +192.9% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling