+98.3%
USB vs IBB
+64.8%
+33.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.1% |
| 3M | +15.2% | +23.6% | -8.4% | +0.9% |
| 6M | +18.8% | +22.6% | -3.8% | +4.3% |
| YTD | +21.0% | +25.7% | -4.7% | +4.0% |
| 1Y | +34.0% | +51.4% | -17.4% | +0.2% |
| All | +98.3% | +64.8% | +33.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling