+818.1%
SPYM vs IBB
+784.2%
+33.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.2% |
| 30D | -2.4% | +6.8% | -9.2% | -5.6% |
| 3M | -1.1% | +9.2% | -10.4% | -5.8% |
| 6M | +3.3% | +28.3% | -25.0% | -9.6% |
| YTD | +12.4% | +29.4% | -17.0% | -2.4% |
| 1Y | +12.5% | +33.2% | -20.6% | -3.8% |
| 3Y | +79.1% | +90.2% | -11.0% | +26.3% |
| 5Y | +75.7% | +44.0% | +31.7% | +41.2% |
| 10Y | +313.9% | +133.1% | +180.8% | +156.3% |
| All | +818.1% | +784.2% | +33.9% | +127.1% |
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