+773.0%
SPY vs IBB
+566.2%
+206.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -5.4% | +5.1% | -10.5% | -7.9% |
| 3M | -4.1% | +10.7% | -14.8% | -9.4% |
| 6M | +0.7% | +22.9% | -22.2% | -10.2% |
| YTD | +8.7% | +26.7% | -18.0% | -4.9% |
| 1Y | +10.9% | +35.1% | -24.2% | -6.3% |
| 3Y | +75.0% | +80.2% | -5.2% | +26.0% |
| 5Y | +67.8% | +37.8% | +29.9% | +37.4% |
| 10Y | +312.9% | +161.2% | +151.7% | +137.4% |
| All | +773.0% | +566.2% | +206.8% | +144.4% |
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 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