+75.0%
SPY vs IBB
+78.6%
-3.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | -5.4% | +5.1% | -10.5% | -7.3% |
| 3M | -4.1% | +10.7% | -14.8% | -8.5% |
| 6M | +0.7% | +22.9% | -22.2% | -8.7% |
| YTD | +8.7% | +26.7% | -18.0% | -3.2% |
| 1Y | +10.9% | +35.1% | -24.2% | -4.5% |
| 3Y | +75.0% | +80.2% | -5.2% | +30.5% |
| All | +75.0% | +78.6% | -3.6% | +30.5% |
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