+8.8%
SPYG vs IBB
+36.8%
-27.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -1.5% | -1.4% | -0.2% | -1.0% |
| 30D | -7.2% | +6.8% | -14.0% | -9.0% |
| 3M | -4.6% | +9.2% | -13.9% | -7.5% |
| 6M | -1.2% | +28.3% | -29.6% | -10.7% |
| YTD | +9.3% | +29.4% | -20.1% | -2.1% |
| 1Y | +8.8% | +33.2% | -24.3% | -3.7% |
| All | +8.8% | +36.8% | -27.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling