+238.8%
SPOT vs IBB
+68.6%
+170.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +12.5% | +10.5% | +2.0% | +8.4% |
| 3M | +9.9% | +23.6% | -13.7% | +1.7% |
| 6M | +1.6% | +22.6% | -21.1% | -5.8% |
| YTD | -6.6% | +25.7% | -32.3% | -14.4% |
| 1Y | -22.9% | +51.4% | -74.3% | -35.0% |
| All | +238.8% | +68.6% | +170.2% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling