+783.2%
XLB vs IBB
+560.8%
+222.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -2.1% |
| 30D | -0.4% | +10.5% | -10.9% | -5.6% |
| 3M | +2.0% | +23.6% | -21.7% | -8.9% |
| 6M | +1.8% | +22.6% | -20.8% | -8.9% |
| YTD | +16.6% | +25.7% | -9.1% | +2.7% |
| 1Y | +16.9% | +51.4% | -34.4% | -6.6% |
| 3Y | +32.6% | +64.4% | -31.8% | +0.4% |
| 5Y | +35.6% | +22.1% | +13.5% | +18.1% |
| 10Y | +160.0% | +132.5% | +27.6% | +56.2% |
| All | +783.2% | +560.8% | +222.4% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling