+108.7%
USB vs IBB
+132.1%
-23.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | -1.3% | +10.5% | -11.8% | -6.7% |
| 3M | +15.2% | +23.6% | -8.4% | +2.4% |
| 6M | +18.8% | +22.6% | -3.8% | +5.7% |
| YTD | +21.0% | +25.7% | -4.7% | +5.9% |
| 1Y | +34.0% | +51.4% | -17.4% | +5.7% |
| 3Y | +95.3% | +64.4% | +30.9% | +46.9% |
| 5Y | +40.4% | +22.1% | +18.2% | +20.7% |
| All | +108.7% | +132.1% | -23.4% | +24.8% |
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