-100.0%
SPXU vs IBB
+846.1%
-946.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | -0.1% |
| 7D | -0.1% | +1.4% | -1.5% | +2.0% |
| 30D | +0.8% | +10.5% | -9.7% | +17.2% |
| 3M | -4.7% | +23.6% | -28.3% | +32.1% |
| 6M | -29.6% | +22.6% | -52.2% | -1.7% |
| YTD | -29.9% | +25.7% | -55.5% | +2.2% |
| 1Y | -39.1% | +51.4% | -90.5% | +19.5% |
| 3Y | -80.0% | +64.4% | -144.4% | -47.3% |
| 5Y | -86.0% | +22.1% | -108.2% | -69.2% |
| 10Y | -99.5% | +132.5% | -232.0% | -95.0% |
| All | -100.0% | +846.1% | -946.1% | -97.1% |
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