+251.0%
SPOT vs IBB
+103.3%
+147.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | -6.5% | -3.9% | -2.6% | -3.7% |
| 30D | +2.2% | +2.7% | -0.6% | -0.2% |
| 3M | +5.4% | +21.4% | -16.0% | -9.6% |
| 6M | -4.0% | +20.1% | -24.1% | -17.5% |
| YTD | -9.9% | +21.9% | -31.8% | -24.0% |
| 1Y | -27.3% | +44.1% | -71.4% | -46.7% |
| 3Y | +236.4% | +63.4% | +173.0% | +114.7% |
| 5Y | +112.6% | +19.8% | +92.8% | +74.0% |
| All | +251.0% | +103.3% | +147.7% | +105.3% |
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