+798.9%
SPY vs IBB
+565.6%
+233.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | +3.3% | +1.6% | +1.7% | +2.4% |
| 30D | -2.7% | +6.7% | -9.4% | -5.9% |
| 3M | -1.7% | +6.3% | -8.1% | -5.3% |
| 6M | +3.1% | +23.9% | -20.8% | -8.5% |
| YTD | +11.9% | +26.6% | -14.7% | -2.1% |
| 1Y | +12.0% | +29.6% | -17.7% | -3.3% |
| 3Y | +78.2% | +86.1% | -7.9% | +26.2% |
| 5Y | +73.2% | +40.3% | +32.9% | +40.5% |
| 10Y | +309.6% | +128.1% | +181.6% | +152.6% |
| All | +798.9% | +565.6% | +233.3% | +151.8% |
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