+802.1%
SPY vs IBB
+580.2%
+221.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.2% |
| 30D | -2.4% | +6.8% | -9.1% | -5.7% |
| 3M | -1.2% | +9.2% | -10.4% | -6.0% |
| 6M | +3.3% | +28.3% | -25.0% | -9.9% |
| YTD | +12.3% | +29.4% | -17.1% | -2.8% |
| 1Y | +12.4% | +33.2% | -20.7% | -4.2% |
| 3Y | +78.8% | +90.2% | -11.4% | +25.2% |
| 5Y | +75.2% | +44.0% | +31.2% | +40.3% |
| 10Y | +311.1% | +133.1% | +178.0% | +150.7% |
| All | +802.1% | +580.2% | +221.8% | +149.9% |
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