+311.1%
SPOT vs IBB
+110.3%
+200.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +16.9% | +4.6% | +12.4% | +12.7% |
| 3M | +23.0% | +6.8% | +16.1% | +15.7% |
| 6M | +42.2% | +23.1% | +19.1% | +19.3% |
| YTD | +5.5% | +26.0% | -20.5% | -13.9% |
| 1Y | -5.1% | +30.4% | -35.4% | -24.7% |
| 3Y | +257.9% | +85.4% | +172.5% | +103.5% |
| 5Y | +118.4% | +39.7% | +78.6% | +58.8% |
| All | +311.1% | +110.3% | +200.9% | +132.6% |
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