+61.0%
XLC vs IBB
+78.6%
-17.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.5% |
| 30D | -5.8% | +5.1% | -10.9% | -7.5% |
| 3M | -5.4% | +10.7% | -16.1% | -9.0% |
| 6M | -10.2% | +22.9% | -33.1% | -17.1% |
| YTD | -10.2% | +26.7% | -36.9% | -18.4% |
| 1Y | -5.6% | +35.1% | -40.7% | -16.6% |
| 3Y | +61.0% | +80.2% | -19.2% | +26.6% |
| All | +61.0% | +78.6% | -17.6% | +26.6% |
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 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