+785.5%
XLB vs IBB
+565.6%
+220.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.8% |
| 30D | +5.3% | +6.7% | -1.4% | +1.6% |
| 3M | 0.0% | +6.3% | -6.3% | -3.7% |
| 6M | +1.2% | +23.9% | -22.7% | -10.1% |
| YTD | +16.9% | +26.6% | -9.7% | +2.3% |
| 1Y | +20.9% | +29.6% | -8.7% | +4.4% |
| 3Y | +43.3% | +86.1% | -42.8% | +1.5% |
| 5Y | +28.3% | +40.3% | -12.0% | +3.8% |
| 10Y | +165.3% | +128.1% | +37.3% | +61.1% |
| All | +785.5% | +565.6% | +220.0% | +147.5% |
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