+3,426.5%
STX vs IBB
+129.6%
+3,296.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.9% |
| 7D | +2.4% | +1.4% | +0.9% | +1.3% |
| 30D | +1.4% | +10.5% | -9.1% | -6.1% |
| 3M | -8.2% | +23.6% | -31.9% | -21.8% |
| 6M | +127.0% | +22.6% | +104.4% | +94.5% |
| YTD | +209.1% | +25.7% | +183.5% | +160.5% |
| 1Y | +365.4% | +51.4% | +314.0% | +245.0% |
| 3Y | +1,135.4% | +64.4% | +1,071.0% | +759.1% |
| 5Y | +991.5% | +22.1% | +969.4% | +810.4% |
| All | +3,426.5% | +129.6% | +3,296.9% | +1,857.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling