+40.7%
XLC vs IBB
+39.3%
+1.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.7% | -0.5% | +4.3% | +4.0% |
| 30D | -1.9% | +4.6% | -6.5% | -4.3% |
| 3M | -3.1% | +6.8% | -9.9% | -7.1% |
| 6M | -6.4% | +23.1% | -29.5% | -17.4% |
| YTD | -6.8% | +26.0% | -32.9% | -19.4% |
| 1Y | -1.7% | +30.4% | -32.1% | -16.8% |
| 3Y | +64.7% | +85.4% | -20.7% | +7.7% |
| All | +40.7% | +39.3% | +1.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling