+399.8%
SPYG vs IBB
+133.2%
+266.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -1.5% | -1.4% | -0.2% | -0.6% |
| 30D | -7.2% | +6.8% | -14.0% | -10.9% |
| 3M | -4.6% | +9.2% | -13.9% | -10.2% |
| 6M | -1.2% | +28.3% | -29.6% | -16.3% |
| YTD | +9.3% | +29.4% | -20.1% | -8.2% |
| 1Y | +8.8% | +33.2% | -24.3% | -10.4% |
| 3Y | +93.3% | +90.2% | +3.1% | +24.0% |
| 5Y | +71.7% | +44.0% | +27.7% | +30.6% |
| 10Y | +399.8% | +133.1% | +266.7% | +183.4% |
| All | +399.8% | +133.2% | +266.6% | +183.4% |
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 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