+265.7%
SU vs IBB
+125.2%
+140.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +3.7% |
| 30D | +9.6% | +1.5% | +8.2% | +8.7% |
| 3M | +11.7% | +22.1% | -10.4% | +2.7% |
| 6M | +21.9% | +17.7% | +4.2% | +12.9% |
| YTD | +58.6% | +20.2% | +38.5% | +45.4% |
| 1Y | +66.5% | +44.4% | +22.1% | +40.7% |
| 3Y | +121.4% | +61.1% | +60.3% | +75.2% |
| 5Y | +355.7% | +18.5% | +337.2% | +312.7% |
| All | +265.7% | +125.2% | +140.5% | +146.0% |
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