+133.1%
XLC vs IBB
+105.3%
+27.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.9% |
| 7D | +7.1% | +2.7% | +4.4% | +5.4% |
| 30D | -2.7% | +6.3% | -9.1% | -6.3% |
| 3M | -3.2% | +11.1% | -14.2% | -9.6% |
| 6M | -7.7% | +29.2% | -36.9% | -21.6% |
| YTD | -8.0% | +30.2% | -38.2% | -22.7% |
| 1Y | -3.1% | +39.5% | -42.5% | -22.1% |
| 3Y | +64.9% | +92.3% | -27.4% | +5.5% |
| 5Y | +39.5% | +43.0% | -3.5% | +7.0% |
| All | +133.1% | +105.3% | +27.8% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling