+72.6%
SPY vs IBB
+39.3%
+33.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | -2.0% | +4.6% | -6.5% | -4.2% |
| 3M | -2.8% | +6.8% | -9.6% | -6.5% |
| 6M | +2.1% | +23.1% | -21.0% | -9.3% |
| YTD | +11.5% | +26.0% | -14.5% | -2.7% |
| 1Y | +13.5% | +30.4% | -16.9% | -3.0% |
| 3Y | +77.7% | +85.4% | -7.7% | +21.2% |
| All | +72.6% | +39.3% | +33.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling