+43.2%
XLB vs IBB
+86.1%
-42.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | -0.5% | +1.1% | +0.8% |
| 30D | +5.2% | +4.6% | +0.6% | +2.9% |
| 3M | +0.3% | +6.8% | -6.5% | -3.2% |
| 6M | +1.2% | +23.1% | -21.9% | -9.1% |
| YTD | +16.6% | +26.0% | -9.4% | +3.1% |
| 1Y | +21.4% | +30.4% | -8.9% | +5.4% |
| 3Y | +43.2% | +85.4% | -42.2% | +1.3% |
| All | +43.2% | +86.1% | -42.9% | +1.3% |
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