+760.9%
SPYG vs IBB
+580.2%
+180.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -1.5% | -1.4% | -0.2% | -0.7% |
| 30D | -7.2% | +6.8% | -14.0% | -10.4% |
| 3M | -4.6% | +9.2% | -13.9% | -9.4% |
| 6M | -1.2% | +28.3% | -29.6% | -14.3% |
| YTD | +9.3% | +29.4% | -20.1% | -5.8% |
| 1Y | +8.8% | +33.2% | -24.3% | -7.7% |
| 3Y | +93.3% | +90.2% | +3.1% | +33.8% |
| 5Y | +71.7% | +44.0% | +27.7% | +37.4% |
| 10Y | +399.8% | +133.1% | +266.7% | +206.3% |
| All | +760.9% | +580.2% | +180.6% | +150.1% |
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