+793.0%
SPYG vs IBB
+540.8%
+252.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +0.3% | -3.9% | +4.2% | +2.4% |
| 30D | -1.7% | +2.7% | -4.4% | -3.4% |
| 3M | +3.6% | +21.4% | -17.7% | -7.1% |
| 6M | +16.6% | +20.1% | -3.5% | +5.0% |
| YTD | +13.4% | +21.9% | -8.5% | +1.0% |
| 1Y | +19.6% | +44.1% | -24.5% | -2.8% |
| 3Y | +99.8% | +63.4% | +36.4% | +50.1% |
| 5Y | +85.0% | +19.8% | +65.2% | +63.0% |
| 10Y | +422.1% | +127.0% | +295.1% | +223.7% |
| All | +793.0% | +540.8% | +252.2% | +168.2% |
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