-100.0%
SPXU vs IBB
+853.8%
-953.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | +1.9% |
| 7D | +7.6% | -1.8% | +9.4% | +5.7% |
| 30D | +17.5% | +5.1% | +12.5% | +28.2% |
| 3M | +14.7% | +10.7% | +3.9% | +35.6% |
| 6M | -0.1% | +22.9% | -22.9% | +39.3% |
| YTD | -19.8% | +26.7% | -46.5% | +20.0% |
| 1Y | -23.7% | +35.1% | -58.8% | +26.7% |
| 3Y | -79.5% | +80.2% | -159.7% | -37.5% |
| 5Y | -81.9% | +37.8% | -119.7% | -51.6% |
| 10Y | -99.5% | +161.2% | -260.7% | -93.9% |
| All | -100.0% | +853.8% | -953.8% | -96.6% |
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 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