+40.4%
XLB vs IBB
+78.6%
-38.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.5% |
| 7D | -1.5% | -1.8% | +0.3% | -0.7% |
| 30D | +6.1% | +5.1% | +1.0% | +3.6% |
| 3M | 0.0% | +10.7% | -10.7% | -5.0% |
| 6M | 0.0% | +22.9% | -22.9% | -10.0% |
| YTD | +16.0% | +26.7% | -10.7% | +2.5% |
| 1Y | +24.7% | +35.1% | -10.4% | +6.4% |
| 3Y | +40.4% | +80.2% | -39.8% | +2.8% |
| All | +40.4% | +78.6% | -38.3% | +2.8% |
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 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