+402.1%
SPYG vs IBB
+127.7%
+274.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.0% |
| 7D | +4.2% | +1.6% | +2.6% | +3.2% |
| 30D | -7.4% | +6.7% | -14.1% | -11.1% |
| 3M | -5.3% | +6.3% | -11.6% | -9.3% |
| 6M | -1.2% | +23.9% | -25.1% | -14.4% |
| YTD | +9.0% | +26.6% | -17.6% | -7.3% |
| 1Y | +8.8% | +29.6% | -20.8% | -8.9% |
| 3Y | +92.8% | +86.1% | +6.7% | +25.2% |
| 5Y | +69.3% | +40.3% | +28.9% | +30.8% |
| All | +402.1% | +127.7% | +274.3% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling