+753.6%
SPYG vs IBB
+584.7%
+168.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.2% |
| 7D | 0.0% | +2.7% | -2.7% | -1.4% |
| 30D | -8.4% | +6.3% | -14.7% | -11.4% |
| 3M | -6.2% | +11.1% | -17.3% | -11.8% |
| 6M | -1.8% | +29.2% | -31.0% | -15.1% |
| YTD | +8.4% | +30.2% | -21.8% | -6.9% |
| 1Y | +10.1% | +39.5% | -29.4% | -9.0% |
| 3Y | +94.9% | +92.3% | +2.6% | +34.1% |
| 5Y | +68.5% | +43.0% | +25.5% | +35.3% |
| 10Y | +392.2% | +137.1% | +255.1% | +199.0% |
| All | +753.6% | +584.7% | +168.9% | +147.1% |
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